Commercial Bank - Treasury Modeling and Analytics Manager - ED

11 - 15 years experience  • 

Salary depends on experience
Posted on 04/20/18
Chicago, IL
11 - 15 years experience
Salary depends on experience
Posted on 04/20/18

CommercialBanking Treasury is looking for a manager to lead a team that supports allquantitative aspects of the business.  The objective of the team is to provide creative, data driven solutions for business problems inforecasting, stress testing, asset/liability management, interest raterisk, profitability, pricing, and liquidity. Responsibilities The opportunity is to join our Chicago team as an Executive Director/Vice President. 


  • Develop and maintain statistical models and non-model estimations, including new model specification, documentation, going through model review to approval, model implementation, application to CCAR, ICAAP, CECL and other exercises, as well as integration into production systems and monitoring
  • Lead a small team of modelers, working collaboratively while providing direction, oversight, and mentoring
  • Partner with other teams in the firm to integrate CB Treasury models and processes into other models
  • Develop and maintain understanding of major drivers of profitability, liquidity, balance trends, and interest rate risk
  • Develop creative approaches to solving business problems, identifying issues, building a deep understanding of data available, exploring new ideas, and choosing appropriate techniques for solutions
  • Help build the data analysis skill set of CB Treasury and CB Finance
  • Support the business through ad-hoc queries and analysis
  • Persuade, inform, and influence others through communicating complex results in an easily understood way
  • Ensure a high degree of data quality and accuracy in all results and reporting
  • Possess strong interpersonal skills for partnering with various levels of the organization and influencing results


  • M.S. or Ph.D. in Statistics, Economics, Finance, Data Science or related quantitative field

 Experienceand Technical Skills:

  • 10+ years experience developing predictive models, forecasting models and/or machine learning algorithms in a large-scale, corporate environment with 5+ years in financial services
  • Hands-on experience with a wide variety of predictive modeling, data mining, and time series forecasting
  • 5+ years experience working with a variety of database environments (SAS, Oracle, Teradata, etc.) 
  • Must have with 8+ years of experience with demonstrated ability to code complex programs in R, Python, and/or SAS.
  • Proven ability to strategically manage complex, highly-visible analytical projects from concept through implementation (data exploration, hypothesis testing, code development, testing/validation, model deployment, etc.)

Req #: 180027887

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