At TEB, we are looking for a Quantitative Finance and Risk Metrics Senior Manager to join our ALM Finance & Modelling team.

This critical role is responsible for developing and validating mathematical and statistical models used to analyze the Bank’s financial risks (credit, market, liquidity, operational) and customer behaviors, supporting data-driven decision making across the organization.

Key Responsibilities:

• Contribute to management of interest rate and liquidity risks in the balance sheet by building quantitative framework and models
• Within the ever-changing regulatory environment, formulate and communicate production plans periodically
• Build/Maintain the quantitative framework and quantitative models in which interest rate and liquidity risks in the banking book are managed
• Build/Maintain models used in FTP’s calculations
• Research new methodologies to analyze and model customer behavior from interest rate and liquidity risk perspectives
• Support decision mechanisms, by leveraging analytical skills, on matters impacting balance sheet strategies
• Support the Asset-Liability Management (ALM) and Treasury teams with efficiency-enhancing initiatives backed by mathematical modeling and contribute to balance sheet optimization.
• Manage and execute projects under the ALM and Treasury scope, overseeing end-to-end processes from planning to delivery.
• Fulfill additional responsibilities in line with legal and internal regulatory frameworks as required by the reporting line.

Qualifications:

• University graduate
• 7 year job or internship experience in a related position
• Very good command of English
• Interested in financial markets and banking
• Knowledgeable about banking products, fx and interest rate derivatives, securities
• Knowledgeable about interest rate, pricing, prepayment, replicating portfolio models
• Statistics and econometrics knowledge, particularly in time series models
• Built models in any statistical package (Matlab, Octave, R, Python, SAS vb.)
• Preferably, written code at least casually if not professionally (anywhere, including hobbies)
• Can comfortably use reporting tools and Office applications
• Analytically mind and good communication skills
• Can research related topics independently and without requiring prodding

Join us to shape the future of data-driven risk management at one of Turkey’s leading financial institutions.