Senior Quantitative Risk Analyst

Job Description

AgFirst Farm Credit Bank provides financing, as well as a range of technology and other services, to a network of agricultural lenders in the United States and Puerto Rico. Located in a high-tech high-rise on a revitalized Main Street in Columbia, S.C., AgFirst is committed to providing a comfortable, inclusive work environment. We believe in investing in our employees so they can help lead our $42 billion company into the future. Do you share our passion for making an impact on the world? You may be a great fit for our AgFirst family. We invite you to apply today!

The Senior Quantitative Risk Analyst is a key person in the Bank's Treasury department andis responsible for utilizing automation and programming to improve processes around the maintenance and improvement of the QRM Framework that is utilized to monitor the Bank's interest rate risk management. Analytical skills will be utilized in the modeling process, management of data and to support the Bank's overall strategy.

Duties and Responsibilities:

• Update model objects and related assumptions (MTM spreads, pricing spreads, loan prepayment speed, QRM behavioral models etc.)
• Maintain all aspects of month-end processes (Excel, Access, VBA, R, Python, SQL)
• Thoroughly back-test and validate assumptions
• Provide analysis as needed to ensure that the assumptions are operating as expected
• Periodic reporting and model inputs
• Annual model version upgrades to include creating and analysis of testing
• Monthly, quarterly, economic, and interim reporting
• Stress test, business plan reforecasting

Requirements:

• Education Bachelor's degree in accounting, business, finance, math or economics
• 3 - 5 years' experience financial analysis/data modeling
• Proficiency in using models, developing forecasts and mining data from a variety of systems and applications such as Python, R, Excel/VBA, MS Access, and SQL
• Bloomberg experience preferred
• R and Python experience a plus
• Strong technical, data and analytical skills and the ability to multi-task is essential

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About Us

Are you ready for a career with us that will impact more than you ever imagined? At AgFirst, you have an opportunity to make a difference for agriculture and rural communities while elevating your career. When you work here, you are part of a cooperative that provides financing, technical support, and business services to banks in the national Farm Credit system. You can be part of the solution for those banks - our customers - as they make loans to more than 80,000 farmers, businesses, and homeowners in rural America. At AgFirst, we value your skills and unique perspective. We think you'll like the impact you can make here and the benefits you will enjoy. AgFirst is dedicated to fostering an engaged workplace that makes every employee feel valued, appreciated, and heard. We invest in our employees because they invest in us and work hard to make our bank successful. Among its range of benefits, AgFirst offers competitive pay, flexible work schedules, a corporate incentive plan, and even free coffee and soft drinks in the break room. If you're ready to impact more than you ever thought possible, we're ready for you!

While we offer a variety of lending and credit jobs, we're more than just an agricultural lending company. We have many roles in areas such as information technology and information security, as well as support services. No matter your career path, find a way to impact more with AgFirst!

OUR BRAND AND CULTURE

We want to make a difference in people's lives - and that includes yours! We strive to create a workplace environment where all employees feel welcome and open to bringing their whole selves to work. We have a diverse, talented workforce that helps us bring a well-rounded perspective to the solutions we provide. At AgFirst, we aim to give our employees room to grow both personally and professionally. We hope you will find more than just a job here. We hope you will find a fulfilling career that allows you to use your abilities to impact more.

OUR BENEFITS AND REWARDS

AgFirst believes employee satisfaction is built around a career that combines personal and professional accomplishment with financial rewards that help you build toward the future. We believe that compensation is more than just a paycheck. At AgFirst, you'll find a total rewards package that includes:

• Competitive pay, with paid vacation, holidays, and sick leave, as well as paid time off for volunteering.
• Corporate incentive plan with spot bonuses for top-notch work.
• Medical, dental, and vision insurance, as well as life and disability insurance.
• Flexible spending and health savings accounts.
• Generous 401(k) matching contributions, as well as additional employer contributions.
• Reimbursement for approved higher education pursuits.
• A wellness program for employees, which includes resources for a healthier lifestyle.
• A Leadership Academy for professional development.
• Other perks, such as employee discounts, annual on-site flu shots, and even free periodic chair massages.

In addition, we are located in a modern office building in a revitalized business district on Main Street in Columbia, S.C., near multiple restaurants and shops. Our open floor plan features a variety of meeting areas, from cozy collaboration rooms to large meeting spaces - all equipped with state-of-the-art technology to meet your business needs.

Other benefits of our office building include:

• Free parking in an attached garage.
• An on-site restaurant.
• A newly renovated fitness center.
• On-site conveniences, such as dry cleaning.

Regular building events, such as luncheons and ice cream socials