First Citizens Bank

Develop and/or refine liquidity cash-flow forecasting and liquidity stress-testing methodologies using analytical tools, historical data, and other appropriate information in a manner consistent with market risk modeling for on and off-balance sheet exposures.. Coordinate closely with internal stakeholders, including Treasury’s Asset Liability Management (ALM), investment, capital, and funding teams, as well as second line of defense oversight groups to promote high-quality, consistent, and robust methodologies, assumptions, and approaches.. Facilitate cross-functional collaboration with financial planning and analysis (FP&A), financial reporting, and business lines to support liquidity risk assessment and liquidity buffer sizing associated with internal activities including, capital stress-testing, financial forecasting, contingent funding planning, 2052A regulatory reporting, etc.. Position requires five (5) years of experience in ALM modeling, Capital stress-testing, or Liquidity modelling/stress-testing.. Extensive experience with programming languages such as SQL, VBA, Python or SAS. Experience with theoretical and practical accounting and finance concepts as well as techniques including discounted cash flow analysis, ROE, economic capital, funds transfer pricing, and ALM and interest rate risk models, etc.

risk management

Overview Responsible for all the Bank’s internal liquidity stress-testing activities in accordance regulatory expectations and requirements for a Category IV institution. Lead the ongoing development and support of methodologies, updates, and support for key assumptions, and/or input parameters (including the development and maintenance of supporting documentation). Lead methodology development of liquidity related charges associated with the Bank's funds transfer pricing activities. Develop and/or refine liquidity cash-flow forecasting and liquidity stress-testing methodologies using analytical tools, historical data, and other appropriate information in a manner consistent with market risk modeling for on and off-balance sheet exposures. Produce and report monthly liquidity stress-testing and liquidity metrics, as well as quarterly liquidity back-testing, scenario, and sensitivity analysis. Collaborate with the business line leaders to enhance the analysis and interpretation of liquidity risks and assign liquidity charges with a focus on promoting liquidity risk management within lines of business. Coordinate closely with internal stakeholders, including Treasury’s Asset Liability Management (ALM), investment, capital, and funding teams, as well as second line of defense oversight groups to promote high-quality, consistent, and robust methodologies, assumptions, and approaches. Facilitate cross-functional collaboration with financial planning and analysis (FP&A), financial reporting, and business lines to support liquidity risk assessment and liquidity buffer sizing associated with internal activities including, capital stress-testing, financial forecasting, contingent funding planning, 2052A regulatory reporting, etc. Engage with key internal stakeholders for ongoing evaluation of compliance with regulatory requirements/guidance and internal policies/standards. Maintain liquidity stress-testing model documentations, and procedures. May work remotely pursuant to First Citizens’ Remote Work Guidelines policy. The base pay for this position is relative to your experience but the range is generally $168,500 - $202,900 per year. First Citizens offers a competitive, comprehensive benefits program which you can review here: benefits. Qualifications Position requires a Master’s degree in Computational Statistics, Financial Engineering, Financial Modeling, Mathematical Finance, or a related quantitative field of study of study plus five (5) years of experience in the job offered or five (5) years of experience as a Quantitative Modeling Analyst, ALM Modeling Analyst or a related occupation. Position requires five (5) years of experience in ALM modeling, Capital stress-testing, or Liquidity modelling/stress-testing. Five (5) years of experience in behavioral cash flow modeling of financial instruments such as deposits, mortgages, or commercial loans. Five (5) years of experience with Quantitative Risk Management (QRM) model. Extensive experience with programming languages such as SQL, VBA, Python or SAS. Experience with theoretical and practical accounting and finance concepts as well as techniques including discounted cash flow analysis, ROE, economic capital, funds transfer pricing, and ALM and interest rate risk models, etc. Experience interpreting complex financial results and business indicators to identify trends and report in a clear and actionable way. May work remotely pursuant to First Citizens’ Remote Work Guidelines policy. To Apply: Go to jobs and submit your resume to Job #21871.undefinedPosition requires a Master’s degree in Computational Statistics, Financial Engineering, Financial Modeling, Mathematical Finance, or a related quantitative field of study of study plus five (5) years of experience in the job offered or five (5) years of experience as a Quantitative Modeling Analyst, ALM Modeling Analyst or a related occupation. Position requires five (5) years of experience in ALM modeling, Capital stress-testing, or Liquidity modelling/stress-testing. Five (5) years of experience in behavioral cash flow modeling of financial instruments such as deposits, mortgages, or commercial loans. Five (5) years of experience with Quantitative Risk Management (QRM) model. Extensive experience with programming languages such as SQL, VBA, Python or SAS. Experience with theoretical and practical accounting and finance concepts as well as techniques including discounted cash flow analysis, ROE, economic capital, funds transfer pricing, and ALM and interest rate risk models, etc. Experience interpreting complex financial results and business indicators to identify trends and report in a clear and actionable way. May work remotely pursuant to First Citizens’ Remote Work Guidelines policy. To Apply: Go to jobs and submit your resume to Job #21871.

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