Global Deposit Pricing Analyst [Multiple Positions Available]

Product Development Analyst

Duties : Create and maintain a database of pricing changes across 10+ regulatory jurisdictions and 15+ currencies for a comprehensive suite of deposit products, including checking, savings, uninvested cash and term deposits. Analyze macroeconomic factors, short-term market rate movements and competitive environments to recommend pricing changes to global deposit products. Execute agreed-upon pricing changes to products, using existing technical interfaces, with zero error tolerance given client impact and regulatory risk. Dimensionalize impact on existing books and new issuances / originations due to pricing changes, run break-evens and sensitivities around assumptions inputs. Design new campaigns across multiple ccy and tenor combinations - run SVAs at various pricing levels using spot and forward rates, substantiate retention economics and calculate payback periods. Create execution and tracking pipelines, sourcing data from multifarious sources to produce tracking and performance reporting at varying levels of granularity, including account, client, BU, region and portfolio level. Track the short and long-term performance of different campaigns, identifying insights into client cash movement behaviors, response behaviors and impacts on client's long-term profitability. Partner with a modeling team to develop AI / ML and causal inference models to tease out the price elasticity of clients, isolate yield-seeking behavior; develop in-market testing plans for PoC models, design test and implementation plans, monitor performance of test vis vis control population and publish results tailored for both analytical and non-analytical audience. Respond to ad-hoc tasks, develop data analytics and reporting / visualization to best deliver the message to senior leadership. Create presentations on trends including deposit balances, pricing and profitability, migration of client cash from low to high-yield cash vehicles, campaign tracking, recent macroeconomic changes, Central Bank rate decisions driving pricing actions for pricing meetings.

Qualifications : Minimum education and experience required : Master's degree in Applied Urban Science and Informatics, Finance, Financial Statistics, Engineering, Economics, Mathematics or related field of study plus 1 year of experience in the job offered or as Global Deposit Pricing Analyst, Financial Analyst, or related occupation.

Skills Required : This position requires experience with the following : Collaborating with cross-functional modeling and tech teams to develop AI XGBoost machine-learning pricing model and customize exception pricing based on liquidity requirement; Handling data and developing data pipelines and workflows using Python and Alteryx; Creating impactful, tailored visualization of analytical results using Tableau and ThoughtSpot dashboards; Querying data, cleaning, manipulating, formatting, structuring and preparing data for time-series and cross-sectional analytical purposes using relational databases and cloud-based data platforms including Oracle, SQL Server, Teradata, Snowflake and Databricks; Developing automated at-scale, high-performance data processing systems to drive efficiencies in trend analyses; Building scalable data pipelines leveraging scheduler / executor framework; Leveraging Big Data using Python programming language and Python libraries including Pandas, Xlwings, os, times, openpyxl, and pyodbc; Tracking funds flows and transactions using Python, Bloomberg API, and SQL tools on Databricks, Snowflake, and AWS S3 bucket; Understanding of macroeconomics, Central Bank actions and their impact on short-term market rates, short-term Treasury markets.