Please note: to be considered for this role candidates must be able to work in the Truist office location listed below 5 days per week:

• Charlotte NC - 214 North Tryon Street
  

No Full Remote/Telecommute. No Relocation Assistance.

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed both major and minor which are not mentioned below. Specific activities may change from time to time.

• Participate on cross-functional teams to support organizational objectives as required.

• Negotiate positive outcomes through interactions with senior management business partners and assurance functions.

• Create automated model pipelines (execution backtesting attribution) and Model derivatives and optionality for balancesheet hedging.

• Design develop and maintain MSR analytics and real-time hedging tools for Treasury Derivative Hedge Desk financial risk management.

• Act as an effective advocate to ensure user understanding and acceptance of innovated model developments including written and verbal presentations to model users stakeholders managers.

• Direct (perform as necessary) other analytical activities as requested by Director of MSR Middle Office.

• Develop a structured process for managing production code implementations that conforms to enterprise governance guidelines.

• Communicate the attribution of TBA hedge performance and defend assumptions used.

• Present market research on market trends model performance model improvements and hedge tools to improve hedge desk strategies.

• Research and Implement new products as requested by senior management (hedge accounting stratigies)

• Meet with and make presentations to Bank and Bank Holding Company regulators as requested.

• Provide credible well documented evidence supporting validity of models for intended use.

• Support regulatory examinations and requests.

QUALIFICATIONS

Required Qualifications:

The requirements listed below are representative of the knowledge skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.

• Bachelors / Masters degree in Statistics Econometrics Computer Science Applied Mathematics Operations Research or other applied quantitative science or equivalent education and related training.

• 7 - 10 years of relevant experience or equivalent financial industry experience developing documenting implementing or validating quantitative models.

• Extensive financial instrument product knowledge with a strong control mindset and experience in reconciliation across multiple systems.

• Ability to distill complex mathematical concepts into digestible presentations for senior management.

• Ability to effectively manage competing organizational priorities.

• Strong written and verbal communication skills.

• Methodical approach to problem solving.

• Demonstrated proficiency in basic computer applications such as Microsoft Office software products.

• Ability to travel occasionally overnight.

Preferred Qualifications:

• Chartered Financial Analyst (CFA) Financial Risk Manager (FRM) designation

• Strong Python and SAS experience applied to largescale interestrate and mortgage datasets including SQLbased data engineering automated model pipelines statistical analysis and versioncontrolled deployment (Git/GitLab)

• Experience with Bloomberg TradeWeb Calypso FinCad PolyPaths or QRM is highly preferred

• Knowledge and understanding of financial products: exposure to fixed income securities derivatives and Mortgage products.