The Manager, Quantitative Analytics will manage various model development and implementation initiatives related to ALM, economic capital, stress testing, profitability, pricing, and risk measurement across the commercial bank, mortgage, and broker dealer subsidiaries. These activities will be coordinated across a number of key resources throughout the organization, including Finance, Accounting, Credit, Treasury, Risk, and IT. The position will report to the Director of Quantitative Analytics.
Essential Functions
- Develop and maintain linear, time series, and/or survival/logistic regression models used in various forecasting exercises
- Own various tasks within the model development process, including new model exploration and specification, data analysis, exploration, and collaboration to verify/validate model hypothesis, development testing and implementation of test models into production systems, and on-going monitoring, maintenance, and reporting
- Present and defend model results to executive leadership, internal stakeholders, model validation, and external regulators using clear and concise methods
- Coordinates deliverables for model risk management validations and periodic reviews and assists in the assessment and mitigation of model risk
- Ensure a high degree of data quality and accuracy in all model results and reporting
- Analyze, report, and execute on HTH's strategic model initiatives, including loan, securities, and deposit profitability within a risk adjusted framework, capital allocation, and risk weighted asset optimization
- Manage and train junior analysts and act as a leader within the organization through involvement in senior-level meetings, leading strategic model initiatives, and acting as a subject matter expert to other areas of the business
- Support various lines of business with ad hoc queries and analysis to answer complex business problems
Job Requirements
- Master's or Ph.D. degree in finance, mathematics, statistics, economics, engineering, or related quantitative discipline required
- 8+ years' experience in statistical modeling and coding with R, SAS, MATLAB, SQL, Python
- Advanced skills in time series analysis, non-linear regression, machine learning, or other advanced modeling approaches
- Knowledge of fundamental CVAR and building profitability models
- Relevant industry certifications such as CFA or FRM helpful
- Prior experience using Tableau, Power BI, or Clikview to manipulate, analyze, and visualize large, complex data sets
- Ability to prioritize and manage multiple tasks successfully, be detail oriented and operate under scheduled project deadlines
- Demonstrate excellent written and verbal communication skills with an ability to influence others
- Prior experience with a commercial bank or diversified financial services firm helpful