Positions with Fifth Third Bank

For graduating seniors or recent grads:
Fifth Third Bank
Financial Quantitative Analyst - Capital Markets Risk Management

Apply through FutureLink, the career services office online application
system found at asccareerservices.osu.edu. If you have questions regarding
the application process please contact Scott Kustis at kustis.1@osu.edu.

GENERAL FUNCTION: The Analyst will work as a member of the Capital Market
Risk Management team with special emphasis on performing quantitative
analyses.  The Analyst will manipulate financial data in several systems to
generate insight, perform back testing on defined assumptions, report on
findings and trends, and recommend modeling adjustments.


* Operate QRM, the primary balance sheet modeling system of the Bank, to
  produce analyses of various assets and liabilities of the Bank.

* Participate in the implementation of Adaptive 360, the primary market risk
  management system of the Bank in areas of data manipulation, setup, and

* Use and develop spreadsheet models for valuation of various derivatives,
  such as interest rate swaps and swaptions.

* Perform prepayments and other quantitative analysis for various assets and

* Produce and develop market risk related reports using a combination of
  spreadsheet and database.

* Perform risk control and reporting related duties.

* Perform data management related functions (such as data scrubbing and
  integrity analysis) and provide insight to team members and senior

* Compile information from the system or other resources, analyze the data,
  vet findings with key stakeholders to gather additional insight, identify
  alternative positions, and suggest final recommendations.


* A degree in a quantitative field such as quantitative finance,
  mathematics, or economics is required.

* Minimum 2 years training and/or experience in statistical analysis.

* Minimum 1 year training and/or experience in finance, in particular option
  theory and analysis.

* 2 years relevant work experience desired, but not required.  Candidate
  should possess a strong desire in developing a career in the quantitative
  finance fields and obtaining a CFA (Chartered Financial Analyst)

* Proficiency in programming.  VB is preferred but other languages will do

* Proficiency in database management; SQL proficiency preferred.

* Strong written and verbal communication skills.

* Ability to present and defend findings in an understandable and
  influential manner.

* Ability to perform successfully as an individual contributor as required.

Chunsheng Ban
Actuarial Science
OSU, Math Dept.