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Manager, Treasury Modeling and Analytics

New York, New York
Finance

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Job Description

Manager, Treasury Modeling and Analytics

 

Description:

 

Treasury Modeling & Analytics team is part of American Express Global Treasury organization and is responsible for development, maintenance, testing and documentation of modeling frameworks and methodologies used in asset-liability management, exposure management and direct deposit products, as well as components of Comprehensive Capital Analysis and Review (CCAR) and Internal Capital Adequacy Process (ICAAP). This team collaborates with various business partners within the American Express Finance organization, as well as with oversight groups such as model validation and audit.

 

Responsibilities:

 

·       Development, maintenance, testing and documentation of various models

·       Support Treasury Personal Savings group with their analytical needs

·       Participate in different forecasting (balance, price, etc.) related to the Personal Savings products using various quantitative models and techniques

·        Participate in firm-wide CCAR stress testing

·       Collaboration with other modeling teams within American Express Finance

·       Communicating models internally and incorporating stakeholder feedback

·       Interaction with the internal validation and audit groups in addressing model validation findings


Requirements:

 

·       Master’s degree in a quantitative discipline (Economics, Finance, Statistics, Operation Research) or MBA degree with proven analytical and quantitative experience

·       2+ years of relevant work experience

·       Knowledge and experience with financial valuation techniques and derivatives pricing

·       Knowledge and experience in asset-liability management (ALM), interest rate risk and liquidity risk is a plus

·       Hands-on experience in building statistical and financial models using various techniques and large datasets

·       Experience is scenario analysis and CCAR stress testing

·       Experience in writing technical documentation

·       Strong programming skills in SAS, VBA and SQL. Proficiency in Microsoft Excel

Qualifications

  • Master’s degree in a quantitative discipline (Economics, Finance, Statistics, Operation Research) or MBA degree with proven analytical and quantitative experience
  • 2+ years of relevant work experience
  • Knowledge and experience with financial valuation techniques and derivatives pricing
  • Knowledge and experience in asset-liability management (ALM), interest rate risk and liquidity risk is a plus
  • Hands-on experience in building statistical and financial models using various techniques and large datasets
  • Experience is scenario analysis and CCAR stress testing
  • Experience in writing technical documentation
  • Strong programming skills in SAS, VBA and SQL. Proficiency in Microsoft Excel

 

Depending on factors such as business unit requirements, the nature of the position, cost and applicable laws, American Express may provide visa sponsorship for certain positions. 


Why American Express?

There’s a difference between having a job and making a difference.

 

American Express has been making a difference in people’s lives for over 160 years, backing them in moments big and small, granting access, tools, and resources to take on their biggest challenges and reap the greatest rewards.

 

We’ve also made a difference in the lives of our people, providing a culture of learning and collaboration, and helping them with what they need to succeed and thrive. We have their backs as they grow their skills, conquer new challenges, or even take time to spend with their family or community. And when they’re ready to take on a new career path, we’re right there with them, giving them the guidance and momentum into the best future they envision.

 

Because we believe that the best way to back our customers is to back our people.

 

The powerful backing of American Express.

Don’t make a difference without it.

Don’t live life without it.


ReqID: 19010806
Schedule (Full-Time/Part-Time): Full-time
Date Posted: Jun 12, 2019, 9:54:41 AM
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