Treasury Quantitative Analyst

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Regular or Temporary:
Regular
Language Fluency: English (Required)
Work Shift:
1st shift (United States of America)
Please review the following job description:

• Responsible for the development and documentation of models supporting capital stress testing, asset and liability management, NII forecasting, EVE, and other corporate initiatives.
• Serve as a contributor supporting end-to-end execution of analytics projects, including model development, documentation and deployment.
• Quantitative analytics projects support Corporate Treasury's objective to model the behavior of Truist's balance sheet and income statement in support of capital stress testing, allowance for loan and lease losses, balance sheet manage, and other corporate initiatives.
• Develop models and analytics in support of CCAR, internal stress testing, capital planning, NII forecasting, ALM, EVE, and those associated models and qualitative methodologies.
• Contribute to a positive and highly engaged team by championing a positive working environment through relationship development with peers, direct reports, and leadership - proactively seek guidance, clarification, and feedback.
• Apply with limited support documentation, development, and implementation standards and procedures.
• Utilize limited instruction, exhibit the ability absorb direction and develop and implement quantitative models consistent with management expectations.
• With support address model validation recommendations and remediate issues.
• Utilize quantitative techniques to measure and analyze model risks and form opinions on the strengths and limitations of the respective models.
• Build, monitor, and review existing models. This includes conducting ongoing communication with model owners and model developers during the course of the entire model development and model review process.
• Facilitate user and management understanding and acceptance of proposed models by preparing high quality documentation, including presentations, explaining the model and its validity for its intended use. Provide support during verbal presentations to stakeholders and oversight groups.
• For deployed models, develop and execute ongoing model verification, performance reporting, and assist with change management processes and procedures, including but not limited to, back testing, including outcomes analysis. Work with model users and stakeholders to ensure models are fulfilling the objectives set for them.

• Ensure that models comply with Truist requirements for model development, documentation, ongoing verification, coding standards, change management and other policy requirements; address model validation recommendations and remediate issues.

Requirements

• Must have a Master's degree in Statistics, Econometrics, Applied Mathematics, or similar applied quantitative science.
• Work or educational background must include demonstrated experience with the following:
  • Advanced quantitative analysis and developing econometric models
  • Analyzing and manipulating large and complex data to identify data integrity issues and researching industry practices related to model methodologies.
  • Utilizing experience with: Microsoft Office Tools, SAS, Teradata SQL, Tableau, R programming, Python programming, and Azure DevOps and Git Repositories
• Position may be eligible to work hybrid/remotely but is based out of and reports to Truist offices in Charlotte, NC. Must be available to travel to Charlotte, NC regularly for meetings and reviews with manager and project teams within 24-hours' notice.

General Description of Available Benefits for Eligible Employees of Truist Financial Corporation: All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position. Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates. Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays. For more details on Truist's generous benefit plans, please visit our Benefits site. Depending on the position and division, this job may also be eligible for Truist's defined benefit pension plan, restricted stock units, and/or a deferred compensation plan. As you advance through the hiring process, you will also learn more about the specific benefits available for any non-temporary position for which you apply, based on full-time or part-time status, position, and division of work.
Truist supports a diverse workforce and is an Equal Opportunity Employer that does not discriminate against individuals on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status or other classification protected by law. Truist is a Drug Free Workplace.
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