Quantitative Risk Analyst
Wsfs Financial

WSFS Bank is seeking a Quantitative Risk Analyst. The Quantitative Risk Analyst will develop and maintain models to support Treasury functions such as interest rate risk, liquidity risk, and capital stress testing. The incumbent will optimize ETL processes for various Treasury models and serve as a resource across the bank to support model development and validation. Addition responsibilities include:

• Implement advanced analytical modeling framework for the WSFS Bank Treasury function.
• Develop statistical models to support asset/liability model to include full documentation of the model development process, testing performed, modelling assumptions, and relevant control and governance processes surrounding the model.
• Effective challenge and model validation of models created by other members of the Finance team or other departments throughout the bank. Methods to include: evaluation of mathematical soundness, developmental evidence, historical performance, statistical testing, back testing, model benchmarking, and appropriate sensitivity analyses
• Assembling, compiling, and analyzing data, and resolving errors/inconsistencies in data from financial reporting systems. Work in collaboration with business groups to ensure the accuracy of data.
• Maintain data mapping from core systems to asset/liability model, upload data from various subsystems to the asset/liability model, balance the subsystems data to general ledger.
• Combines reports/data with subject-matter knowledge to deliver coherent, insightful takeaways and advice.

This is a full-time position located at our Bank Center in Wilmington, DE or Bank Place in Philadelphia, PA.

Minimum Qualifications:

• Must have 2-4 years of experience with data analysis and model development.
• Previous banking and/or finance experience preferred.
• Possesses strong foundation in statistics and econometric model development.
• Proven ability to develop models in Python, R, SAS, or other similar language.
• High level of proficiency with Microsoft Excel and other Office tools.
• Strong oral and written presentation skills, including the ability to communicate complex topics to Senior Management.

WSFS Bank is inclusive and supportive of individual needs. If you have a physical or other impairment that might require an accommodation, including technical assistance with the WSFS Bank Careers website or submission process, please contact us via email at careers@ wsfsbank.com.

How do you get to be nearly 200 years old in a world that's constantly changing? For us, the answer has always been the same: create a team of Associates who are passionate about serving the community, and success will follow. Our Mission and Values serve as essential reminders about who we are and how we do business. WSFS is an equal opportunity employer. We do not discriminate based upon race, religion, color, national origin, gender (including pregnancy, childbirth, or related medical conditions), sexual orientation, gender identity, gender expression, age, status as a protected veteran, status as an individual with a disability, or other applicable legally protected characteristics.

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