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Senior Quantitative Model Analyst
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- Senior Analyst - Quantitative Model Analyst is a newly created role within the centralized Strategic Modeling and Analytics (SMA) Team in First Citizens Bank’s Treasury Department.
- This role is responsible to design and develop pre-provision net revenue (PPNR) loan forecasting models used in bank stress testing (CCAR) and in Business as Usual (BAU) forecasting processes.
- Business Support - Work with business and CCAR stakeholders regarding current and/or proposed PPNR models working with businesses, risk, and finance teams to submit and validate data and analyze the consolidated results production of the final regulatory 14A submission and data quality assurance of the submission and partnering with other CCAR teams such as documentation, process or review and challenge to provide and analyze results.
- Financial Support - Develop robust qualitative and quantitative models and analytics for improving CCAR stress testing results and capital decision-making.
- Support treasury ALM on interest rate risk management by building BAU models.
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