Sr. Quantitative Analyst - Funds Transfer Pricing

First Horizon Bank

Charlotte, NC

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JOB DETAILS

SKILLS

Agile Programming Methodologies, Analysis Skills, Asset Management, Automation, Banking Services, Best Practices, Brokerage, Calibration, Capital Markets, Change Management, Chartered Financial Analyst (CFA), Commercial Banking, Communication Skills, Continuous Improvement, Data Analysis, Data Visualization, Decision Support, FTP (File Transfer Protocol), Financial Liability, Financial Mathematics, Financial Regulations, Financial Reporting, Financial Risk Management, Financial Services, Financial Systems, Fixed Income Investments, Funds Transfer Pricing, Industry Standards, Investment Analysis, Leadership, Maintain Compliance, Mathematics, Mentoring, Microsoft Excel, Microsoft Office, Microsoft Visual Basic for Applications (VBA), Mortgage, Multitasking, People Management, Philosophy, Presentation/Verbal Skills, Private Banking, Product Pricing, Python Programming/Scripting Language, Quantitative Analysis, R Programming Language, Regulations, Regulatory Requirements, Reporting Dashboards, Reporting Skills, Retail, Risk Management, SQL (Structured Query Language), Small Business, Statistics, Technical Presentation, Training/Teaching, Wealth Management, Writing Skills

LOCATION

Charlotte, NC

POSTED

5 days ago

Location: On site listed in the posting

Summary:

We are seeking an experienced and highly skilled Senior Quantitative Analyst with a strong understanding of banking concepts, particularly around deposit modeling and Funds Transfer Pricing (FTP). This role will involve applying advanced quantitative techniques to assess FTP results and deliver actionable insights to Executive Management. The successful candidate will play a key role in developing, enhancing, implementing, and executing FTP models to ensure effective pricing strategies that align with the firm's financial goals and regulatory requirements.

Job responsibilities

• Execute the FTP model and all related reporting with a high level of precision. Provide in-depth analysis of FTP results. Serve as the central point of contact for FTP questions across the bank and perform data analysis to support your conclusions.

• Employ an Agile philosophy to contribute to the continuous improvement of the FTP framework, ensuring alignment with business objectives and changing market conditions.

• Assist with projects related to FTP systems, including automation, integration with financial reporting systems, and implementation of new methodologies.

• Help to manage the model lifecycle for ALM and FTP models, including model development, calibration, monitoring, and change management; ensuring modeling practices align with regulatory standards and industry best practices.

• Develop and produce reports, dashboards, and other data visualizations to senior leadership to support decision-making.

• Ensure compliance with internal policies and external regulations regarding funds transfer pricing and risk management.

• Mentor junior analysts, providing guidance and training on quantitative analysis techniques and FTP concepts.

Required qualifications, capabilities, and skills.

• Master's degree in Quantitative Finance, Statistics, Mathematics, Engineering, or another highly analytical discipline.

• A high degree of proficiency in at least two of the following: Python, SQL, R, SAS, VBA.

• An understanding of the principles of banking, particularly Asset & Liability Management and Funds Transfer Pricing.

• Excellent written and verbal communication skills, with an ability to clearly disseminate complex information to non-technical audiences.

• Proficiency with Microsoft Office; experience with SQL and Power Query preferred.

• Solutions oriented, intellectually curious, willing to ask questions and propose solutions, committed to personal growth, and open to feedback and new ideas.

• Ability to work independently, balance multiple priorities, and produce high quality products.

Preferred Skills

• 3+ years of experience in an analytical role within the financial services industry.

• A strong understanding of Excel, Python, and SQL and some familiarity with SAS.

• Experience modeling Assets and Liabilities, including deposit decay and Funds Transfer Pricing.

• Expertise in Microsoft Excel and VBA.

• Proficient in Empyrean, QRM, BancWare or similar Asset/Liability management software.

• Progress towards a Chartered Financial Analyst (CFA) designation or a Financial Risk Manager (FRM) certification highly preferred.

About Us
First Horizon Corporation is a leading regional financial services company, dedicated to helping our clients, communities and associates unlock their full potential with capital and counsel. Headquartered in Memphis, TN, the banking subsidiary First Horizon Bank operates in 12 states across the southern U.S. The Company and its subsidiaries offer commercial, private banking, consumer, small business, wealth and trust management, retail brokerage, capital markets, fixed income, and mortgage banking services. First Horizon has been recognized as one of the nation's best employers by Fortune and Forbes magazines and a Top 10 Most Reputable U.S. Bank. More information is available at www.FirstHorizon.com .

Benefit Highlights
• Medical with wellness incentives, dental, and vision
• HSA with company match
• Maternity and parental leave
• Tuition reimbursement
• Mentor program
• 401(k) with 6% match
• More -- FirstHorizon.com/First-Horizon-National-Corporation/Careers/Our-Benefits

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About the Company

First Horizon Bank

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