Fhlbi
Senior Quantitative Modeling and Research Analyst
Indianapolis · Senior · Full-time
Sponsorship not specified$93k-$110kDetected 20 days ago
PythonSQLData AnalysisStatisticsFinancial ModelingValuationM&AResearchCommunicationTime Management
About the role
- Are you looking for a company that views their employees as their greatest asset?
- Do you want to join a talented workforce that prioritizes equal opportunity within an inclusive culture, and promotes learning and development, unique skills/ideas, and employee engagement?
Responsibilities
- Implements, tests, and operates a diverse range of models for loan valuation, pledged collateral hair-cut, probability of default, loss estimation, etc.
- Establishes and maintains model documentation for theory, settings, assumptions, change control, model performance monitoring, and model use guides in coordination with the Model Risk Management Group, as well as the Regulatory Advisory Bulletins.
- Supports model validation requests and resolves model validation findings or recommendations.
- To help you continue to develop personally and professionally.
Requirements
- Attention to detail, ability to multi-task, and high degree of initiative and independence.
- Ability to work full-time.
- Ability to uphold and model the Bank's Guiding Principles.
- They are not intended to be an exhaustive list of all responsibilities or abilities required.
Nice to have
- up to 6% PLUS…an additional 4% contribution!
- Graduate degree in Mathematics, Quantitative Analysis, Statistics, Operations Research, Financial Engineering, or any other quantitative field.
- CFA or/and FRM certifications are a plus.
- Preferred 3+ years of experience doing quantitative research, risk management, or any other quantitative related work.
- Model development experience strongly preferred.
- Preferred 3+ years of experience in a commonly used programming language such Python, C/C++.
- Experience with Asset/Liability and valuation software models, such as Polypaths, QRM is a plus.
- Experience with database management concepts and tools, such as SQL is a plus.
Skills
- Is it a Bank?
- A cooperative?
- A leader in affordable housing?
- A company that's dedicated to making a difference in the community?
- So much so they pay their employees to volunteer?
- Analytics Knowledge
Compensation
- Hiring ranges reflect the base salary that the Bank reasonably expects to pay for a given role and is not inclusive of annual incentive award opportunities, retirement benefits or the value of other health and welfare or other ancillary ben
Benefits
- Medical, dental, vision benefits and even pet (you read that right) insurance!
- Generous time off: Vacation, paid federal holidays, birthday month floating holiday, volunteer day and summer hours program
- We consider many factors when determining base salaries such as individual background and experience, the competitive environment, education, particular skill set(s), and industry and institutional knowledge.
Equal opportunity
- Equal Opportunity Employer.
This listing is sourced directly from Fhlbi's careers page and normalized into a canonical job model.