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Quantitative Analyst

Location: 

Omaha, NE, US, 68137-2210

Req ID:  1834
Salary Range:  $101,020-$156,620
Incentive Opportunity:  10% - 30%

AgCountry Farm Credit Services (AgCountry), Farm Credit Services of America (FCSAmerica) and Frontier Farm Credit are financial cooperatives that operate under shared management across eight states. While each association is owned by its local farmers and ranchers, they collaborate by pooling resources, expertise, and talent to provide affordable credit, crop insurance, and financial services.

Our associations are united by a common mission and commitment to serving rural America and supporting each other, which drives the success of the farmers, ranchers, and agribusiness we serve. We take pride in being a great place to work, and this enthusiasm is reflected in the relationships our team members foster with one another and with our customers.

Job Summary

*Incumbent must work a percentage of time each week in our Omaha, NE office.*

 

We are seeking a Quantitative Analyst to join our Quantitative Finance team. This role will enhance and maintain a comprehensive suite of risk and financial models spanning credit and interest rate risk management, capital management, and financial planning and analysis. The team's holistic approach unites these like functions, supplies coherent solutions and advice to the Association, and enables the incumbent to build and deliver a breadth of expertise.  

 

The Quantitative Analyst will rely on modern and advanced techniques found in statistics, machine learning, quantitative finance, and similar fields to help fulfill the team’s mission.   

Essential Duties & Responsibilities

Advancement & Maintenance of the team’s Work Products and Mission  

  • Support the team’s responsibilities as a center of excellence for advanced analytics. 
  • Ensure that the team’s models are well understood and that their usefulness is clearly demonstrated. 
  • Act as a most-trusted consultant on Stress Testing, Interest Rate Risk Modeling, Capital Adequacy Reviews, Allowance for Credit Losses, Financial Valuations, Asset Selection Criteria, Asset Allocations, Risk-Based Pricing, Risk Segmentation, Cost Allocations, and Financial Planning and Analysis. 
  • Grow, upkeep, and promote the team’s suite of risk and financial models including the allowance for credit losses (CECL), stress testing, economic capital and risk-adjusted return on capital (RAROC), interest rate risk / ALM, cost allocations, and financial plan. 
  • Evolve risk rating models, LGD grade assignments, and collateral valuation models. 
  • Champion the Association’s statistical programming and data science capabilities. 

Model Development & Implementation  

  • Partner with business units, committees, workgroups, senior leaders, and others to scope work, build project plans, execute work in accordance with plans, and maintain open communication. 
  • Assess data needs and data quality and gather and transform data from a variety of sources to form datasets suitable for statistical learning. 
  • Build visualizations for exploration and presentation purposes. 
  • Derive and assess alternative methodologies. 
  • Implement solutions in a clean and automated fashion. 
  • Document model-builds and establish ongoing monitoring processes to support the model risk management policies and regulations. 
  • Communicate results to key parties within and outside of the Association.

Model Validation  

  • Serve as an independent resource in validating models constructed across the enterprise. 
  • Partner with model owners and other model risk management teammates to scope work and construct project plans for validation. 
  • Apply modeling expertise and experience when assessing a model’s conceptual soundness, independently testing outcomes, and reviewing plans/results for ongoing monitoring. 
  • Document observations/findings and present results to model owners and Model Risk Management Committee. 

Education Requirements

  • Bachelors Degree preferred in Mathematics, Statistics, Computer Sciences, Economics, Actuarial Sciences, or Finance.

Years of Experience

  • 2+ years of experience in quantitative finance, risk modeling, or data sciences.

  • Experience with statistical programming languages such as R, Python, SAS, etc. 

  • Strong computer literacy and proficiency in data querying tools (e.g., SQL, SAS, etc.) 

  • Strong written and oral communication skills 

  • Ability to manage large projects from start to finish in a timely and effective manner 

  • Teamwork and a strong sense of accountability 

  • Ability to analyze, evaluate, and develop solutions to complex problems 

 

About Us:

AgCountry has 45 offices, is based in Fargo, North Dakota and serves portions of North Dakota, Minnesota, and Wisconsin, FCSAmerica is based in Omaha, NE and has 42 local offices serving rural communities and agriculture in Iowa, Nebraska, South Dakota, and Wyoming. Frontier Farm Credit has six offices serving eastern Kansas. Together, we support nearly 82,000 producers and agribusinesses, meeting the needs of today’s agricultural industry with our combined 2600+ employees providing lending, risk management, technology, commodity marketing, and customer and employee education.

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