Treasury Quantitative Manager

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Position not available for immigration sponsorship.

GENERAL FUNCTION:

Manage processes and projects related to the development, validation and documentation of Treasury models within Asset-Liability Management (ALM) and Pre-Provision Net Revenue (PPNR) functions. The main responsibilities include managing various modeling projects to meet the required deliverables. Responsible for communication of all developments to senior management and to Line of Business stakeholders. The position requires the application of strong analytics skills, understanding of bank products and their risk characteristics, the ability to present ideas clearly and persuasively to senior management, and the ability to mentor and coach professional staff.

Responsible and accountable for risk by openly exchanging ideas and opinions, elevating concerns, and personally following policies and procedures as defined. Accountable for always doing the right thing for customers and colleagues, and ensures that actions and behaviors drive a positive customer experience. While operating within the Bank's risk appetite, achieves results by consistently identifying, assessing, managing, monitoring, and reporting risks of all types.

ESSENTIAL DUTIES AND RESPONSIBILITES:

• Providing support to the development and implementation of quantitative and statistical models related to interest rate risk management and semi-annual stress testing processes.
• Manage the development, implementation and validation of Treasury models.
• Manage project timelines and resources.
• Keep abreast of industry best practice standards for modeling approaches.
• Leverage analytic capabilities in overall decision making and risk identification.
• Support ad-hoc Line of Business requests for quantitative modeling of potential new businesses.
• Other projects and tasks as assigned by the Manager.

SUPERVISORY RESPONSIBILITIES:

Ability to supervise junior quantitative analysts. Responsible for managing staff through employee mentoring and development, challenging opportunities, recognizing employees for their accomplishments and developing strong bench strength.

MINIMUM KNOWLEDGE, SKILLS AND ABILTIES REQUIRED:

• Six years of relevant experience preferred, including demonstrated strong quantitative/statistical modeling skills.
• Three years of experience within a bank or financial organization preferred.
• Advanced degree in statistics, mathematics, economics or other quantitative field.
• CFA/FRM charter holder or currently pursuing CFA/FRM designation preferred.
• Experience in statistical/econometric modeling and database management.
• Experience using SAS (including statistical modeling), SQL, VBA, and Business Objects. Demonstrated ability to learn and understand various computer systems.
• Experience with risk systems a plus, i.e. QRM, Bancware, Algorithmics, Credit Metrics, Credit Risk +, KMV, etc.
• Strong PC skills (database and spreadsheet).
• Strong communication, interpersonal and organizational skills.
• Ability to contribute both individually and as a member of a team.
• Able to build and maintain relationships across the company.

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At Fifth Third, we understand the importance of recognizing our employees for the role they play in improving the lives of our customers, communities and each other. Our Total Rewards include comprehensive benefits and differentiated compensation offerings to give each employee the opportunity to be their best every day.

The base salary for this position is reflective of the range of salary levels for all roles within this pay grade across the U.S. Individual salaries within this range will vary based on factors such as role, relevant skillset, relevant experience, education and geographic location. In addition to the base salary, this role is eligible to participate in an incentive compensation plan, with any such payment based upon company, line of business and/or individual performance.

Our extensive benefits programs are designed to support the individual needs of our employees and their families, encompassing physical, financial, emotional and social well-being.You can learn more about those programs on our 53.com Careers page at: https://www.53.com/content/fifth-third/en/careers/benefits.html or by consulting with your talent acquisition partner.

Attention search firms and staffing agencies: do not submit unsolicited resumes for this posting. Fifth Third does not accept resumes from any agency that does not have an active agreement with Fifth Third. Any unsolicited resumes - no matter how they are submitted - will be considered the property of Fifth Third and Fifth Third will not be responsible for any associated fee.

Fifth Third Bank, National Association is proud to have an engaged and inclusive culture and to promote and ensure equal employment opportunity in all employment decisions regardless of race, color, gender, national origin, religion, age, disability, sexual orientation, gender identity, military status, veteran status or any other legally protected status.