Quantitative Risk Analyst II

Position Summary The Quantitative Risk Analyst II supports the Financial Risk Management and Enterprise Risk Management functions through quantitative analysis, risk reporting, balance sheet analytics, model development, and automated reporting. This role focuses on market risk, liquidity risk, deposit analytics, and enterprise risk monitoring, while providing analytical support for credit risk and stress testing initiatives. Partners with Treasury, Finance, Credit Administration, and Risk teams to leverage data and analytical tools to identify emerging risks, enhance risk measurement, improve reporting efficiency, and support strategic decision-making through data-driven insights. Duties & Responsibilities Risk Analytics and Reporting Develop, maintain, and enhance recurring risk reporting packages, dashboards, and analytical tools supporting Financial Risk Management and Enterprise Risk Management activities. Produce meaningful analysis and reporting related to market risk, liquidity risk, credit risk, capital risk, and emerging enterprise risks. Monitor and report key risk indicators, early warning indicators, and concentration measures. Design and maintain executive-level reporting and visualizations for management. Identify notable trends, anomalies, and emerging risks through ongoing analysis of internal and external data sources. Market Risk and Balance Sheet Analytics Perform quantitative analysis of interest rate risk and analyze balance sheet composition and tre