Senior Director, Marketing | Atlanta, GA, USA (Atlanta)

ALM Behavioral Modeling Senior Analyst

Huntington National Bank Columbus, United States

ALM Behavioral Modeling Senior Analyst

Huntington National Bank Columbus, United States Apply now Posted 15 hours ago Permanent Competitive

ALM Behavioral Modeling Senior Analyst

Huntington National Bank Columbus, United States Apply now

Description

Job Title : ALM Behavioral Modeling Senior Analyst

Organization Name : The Huntington National Bank

Department Description

Workplace Type : This is a Hybrid position located at:

The Huntington National Bank

41 S. High Street

Columbus, OH 43215

Detailed Description

Support cross-functional activities within Corporate Treasury and Balance Sheet Management groups through Interest Rate Risk (IRR) management and capital management functions. Develop statistical and non-statistical models supporting both Comprehensive Capital Analysis and Review (CCAR) pre-provision net revenue (PPNR) and IRR usage cases, using SAS/R/Python. Utilize the Quantitative Risk Management (QRM) platform as an implementation framework and reporting and analytical tool for conducting Net Interest Income (NII), Economic Value of Equity (EVE) analysis across different rate scenarios. Engage in statistical and data analytics through SQL/SAS/R/Python to support business units across the Corporate Treasury functions, with the aim to understand portfolio and product characteristics and leverage them for business insights. Prepare annual and semi-annual capital planning forecasts and stress tests. Responsible for model productionalization and maintenance activities, including but not limited to monthly IRR production and quarterly model performance monitoring across multiple classes of models to ensure that models continue to perform for all Balance Sheet Management activities, including sensitivity analysis, forecast accuracy analysis, and back-testing. Support colleagues in term of model quality assurance and validation. Engage with stakeholders across Model Governance, Corporate Treasury, and various business lines about model understanding and usage across the various Balance Sheet Management activities. Flexible hybrid work from home policies may apply. Must live in the Columbus, OH metro area.

Job Requirements

Master's degree in Statistics, Mathematics, Econometrics, Engineering, or a related quantitative field which includes coursework in mathematical modeling and statistical techniques and 2 years of experience using analytical/numerical methods and statistical software to develop mathematical models, utilizing knowledge of financial practices and analytical tools. Experience must include becoming familiar with SR 11-7 guidelines for model risk management and working with model validators and audits. Knowledge of model development/data analytics in financial analysis as demonstrated by 2 years of experience or graduate coursework including each of the following areas: Quantitative and/or Statistical modeling emphasizing time series analyses, linear regression, logistic regression, and other computational techniques; Model statistical diagnostics and techniques; Creating technical modeling documentation; and Functional programming using SQL, SAS, R, and Python.

Exempt Status: (Yes = not eligible for overtime pay) ( No = eligible for overtime pay)
Yes

Workplace Type:
Office

Our Approach to Office Workplace Type

Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.

Huntington is an Equal Opportunity Employer.

Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.

Note to Agency Recruiters: Huntington Bank will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington Bank colleagues, directly or indirectly, will be considered Huntington Bank property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.

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