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Sr Lead Quantitative Analyst – San Ramon, CA

At Bank of the West, our people are having a positive impact on the world. We’re investing where we feel we can make the most impact, like advancing diversity and women entrepreneurship programs, financing for more small businesses, and promoting programs for sustainable energy. From our locations across the U.S., Bank of the West is taking action to help protect the planet, improve people’s lives, and strengthen communities. We are part of BNP Paribas, a global leader supporting the UN Sustainable Development Goals (SDGs). Yes, we’re a bank, but as the bank for a changing world, we are continually seeking to improve the ways we help our customers, while contributing to more sustainable and equitable growth.

Job Description Summary

Responsible for review and validation of models and assumptions used in Asset/Liability Management, including liquidity, interest rate risk management, and funds transfer pricing. Review policies, procedures, metrics, and limits used for managing interest rate and liquidity risk. Develop new/enhanced policies and metrics where needed. Perform checks on key monthly risk measures. Maintain model documentation, model inventory, and validation schedule. Support analytical needs of the Market Risk Management department in areas of portfolio, interest rate, and liquidity risk.

Essential Job Functions

  • Maintain inventory of ALM models with Market Risk Manager, assess the level of risk.
  • Determine approach to validation , criteria, level of detail, documentation, and perform validation of models, or direct engagements of outside parties to do so
  • Develop benchmark tests for assessing reasonableness of key monthly ALM risk metrics
  • Develop and enhance monthly ALCO and Risk Committee reporting, including key risk indicators for interest rate and liquidity risk
  • Verify that the Bank is in compliance with existing risk limits
  • Review Treasury ALM policies and limits for appropriateness; recommend changes/enhancements
  • Additional analytical-related activities that may arise.
  • Prepare recommendations/presentations for senior management.

Other Job Duties

  • Performs other duties as assigned.

Required Experience

  • Requires mastery level knowledge of job area typically obtained through advanced education combined with experience.
  • May have deep knowledge of project management.
  • Requires 10 years minimum prior relevant experience.


  • Bachelor’s Degree
  • Master’s Degree

Licenses & Certifications


  • Familiarity with model validation and governance in a bank.
  • Thorough understanding of bank ALM management, including key measures used by banks to assess interest rate and liquidity risk.
  • Knowledge of QRM,
  • Excellent financial modeling and empirical research skills with hands-on experience in model validation/quality assurance systems.
  • Demonstrated quantitative financial knowledge in the following financial models: stochastic interest rate, prepayment, spread, default, and cash flow.
  • Ability to analyze, apply, interpret, and communicate complex technical results to non-quantitative audiences and develop presentations of all models to ensure management’s understanding of operation, purpose, and outputs of models.
  • Demonstrated project management skills to include working within short timelines and under pressure at times.

Equal Employment Opportunity Policy

Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer – Minority / Female / Disabled / Veteran.


Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.

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