Treasury Quantitative Senior Associate

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Regular or Temporary:

Regular Language Fluency:

English (Required)

Work Shift:

1st shift (United States of America) Please review the following job description: The Treasury Quantitative Senior Associate is responsible for supporting the MSR Derivatives and Treasury Hedge Desk with performance of hedge strategies. This position requires effective collaboration with traders to develop and lead projects that improve analytics and tools used in reporting and tracking hedge desk activities. This position may require coaching and mentoring of Jr Hedge Desk Support teammates.

Please note:

to be considered for this role, candidates must be able to work in the Truist office location listed below 5 days per week: Charlotte, NC - 214 North Tryon Street No Full Remote/Telecommute. No Relocation Assistance.

ESSENTIAL DUTIES AND RESPONSIBILITIES

Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time. Participate on cross-functional teams to support organizational objectives, as required. Negotiate positive outcomes through interactions with senior management, business partners and assurance functions. Create automated model pipelines (execution, back‑testing, attribution) and Model derivatives and optionality for balance‑sheet hedging. Design, develop, and maintain MSR analytics and real-time hedging tools for Treasury Derivative Hedge Desk financial risk management. Act as an effective advocate to ensure user understanding and acceptance of innovated model developments, including written and verbal presentations to model users, stakeholders, managers. Direct (perform as necessary) other analytical activities, as requested by Director of MSR Middle Office. Develop a structured process for managing production code implementations that conforms to enterprise governance guidelines. Communicate the attribution of TBA hedge performance and defend assumptions used. Present market research on market trends, model performance, model improvements and hedge tools to improve hedge desk strategies. Research and Implement new products as requested by senior management (hedge accounting stratigies) Meet with, and make presentations to, Bank and Bank Holding Company regulators, as requested. Provide credible, well documented evidence supporting validity of models for intended use. Support regulatory examinations and requests.

QUALIFICATIONS

Required Qualifications:

The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions. Bachelor's / Master's degree in Statistics, Econometrics, Computer Science, Applied Mathematics, Operations Research, or other applied quantitative science, or equivalent education and related training. 7 - 10 years of relevant experience, or equivalent financial industry experience developing, documenting, implementing, or validating quantitative models. Extensive financial instrument product knowledge with a strong control mindset and experience in reconciliation across multiple systems. Ability to distill complex mathematical concepts into digestible presentations for senior management. Ability to effectively manage competing organizational priorities. Strong written and verbal communication skills. Methodical approach to problem solving. Demonstrated proficiency in basic computer applications, such as Microsoft Office software products. Ability to travel, occasionally overnight.

Preferred Qualifications:

Chartered Financial Analyst (CFA), Financial Risk Manager (FRM) designation Strong Python and SAS experience applied to large‑scale interest‑rate and mortgage datasets, including SQL‑based data engineering, automated model pipelines, statistical analysis, and version‑controlled deployment (Git/GitLab) Experience with Bloomberg, TradeWeb, Calypso, FinCad, PolyPaths or QRM is highly preferred Knowledge and understanding of financial products: exposure to fixed income securities, derivatives, and Mortgage products. General Description of Available Benefits for

Eligible Employees of Truist Financial Corporation:

All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position. Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates. Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays. For more details on Truist's generous benefit plans, please visit our Benefits site. Depending on the position and division, this job may also be eligible for Truist's defined benefit pension plan, restricted stock units, and/or a deferred compensation plan. As you advance through the hiring process, you will also learn more about the specific benefits available for any non-temporary position for which you apply, based on full-time or part-time status, position, and division of work. Truist is an Equal Opportunity Employer that does not discriminate on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status, or other classification protected by law. Truist is a Drug Free Workplace. EEO is the Law E-Verify IER Right to Work About Truist Truist is a purpose-driven financial services company, formed by the historic merger of equals of BB&T and SunTrust. We serve clients in a number of high-growth markets in the country, offering a wide range of financial services. At Truist, our purpose is to inspire and build better lives and communities. That happens through real care to make things better. To meet client needs, to empower teammates, and to lift up communities. Learn more about Truist on truist.com.