Senior ALCM Quantitative Analyst, HSBC Technology Services (USA) Inc., Depew, NY: This role is situated within the First Line of Defense (FLOD), in Asset Liability Capital Management (ALCM) and will prepare, manage, analyze, and model large data sets for statistical analysis and development of econometric models to estimate customer or bank behaviors related to interest rate, liquidity, and stressed capital risks while adhering to model risk governance policies and ensuring ongoing compliance with model governance requirements. Responsible for developing, validating, documenting, performance monitoring, and testing of Asset Liability Capital Management quantitative behavioral models including, but not limited, to those that forecast balance sheet, income statement, prepayments, non-contractual deposit balances, early withdrawals, pricing, spreads, rate index, yield curve, and product balance runoff growth. This role will also maintain the model inventory, be the primary interface to model oversight including ALCM Second Line of Defense (SLOD), Independent Model Review (IMR), Internal Audit, vendors, and regulators, and resolve model related findings.

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Full time employment, Monday – Friday, 40 hours per week, Pay range: $154,400- $287,600 per year.