Treasury Valuation Manager

SoFi • New York, NY

3d

About The Position

Shape a brighter financial future with us. Together with our members, we’re changing the way people think about and interact with personal finance. We’re a next-generation financial services company and national bank using innovative, mobile-first technology to help our millions of members reach their goals. The industry is going through an unprecedented transformation, and we’re at the forefront. We’re proud to come to work every day knowing that what we do has a direct impact on people’s lives, with our core values guiding us every step of the way. Join us to invest in yourself, your career, and the financial world.

We’re looking for a Treasury Valuation Manager to lead valuation and modeling efforts across Treasury’s balance sheet, funding, and liquidity activities. This role will sit at the intersection of quantitative cashflow modeling, valuation methodologies, and model risk governance—owning both model development and the controls needed to operate in a strong risk and regulatory environment.

Requirements

• 6+ years of experience in Treasury valuation, quantitative finance, ALM, or financial risk modeling, including leadership/ownership of deliverables.
• Demonstrated expertise in developing quantitative cashflow models (DCF and scenario-based forecasting) for financial instruments and balance sheet products.
• Strong background in model risk governance: familiarity with model lifecycle controls, documentation standards, validation requirements, and audit expectations.
• Solid understanding of interest rate markets, yield curve construction, discounting, spreads, and risk sensitivities (DV01, duration/convexity, etc.).
• Programming capability in at least one: Python, R, MATLAB, or C++; ability to build repeatable, tested modeling pipelines.
• Experience working with large datasets; comfort with SQL and/or data warehouse tooling is a plus.
• Strong written and verbal communication skills—able to clearly explain complex quantitative concepts to non-quants.

Nice To Haves

• Experience with deposit valuation, behavioral modeling (beta/decay), prepayment/optionality, or hedging/derivatives valuation.
• Familiarity with MRM frameworks (e.g., SR 11-7 / OCC 2011-12 concepts) and model documentation/validation processes.
• Knowledge of accounting impacts (e.g., hedge accounting concepts) and valuation control frameworks.
• Advanced degree (MS/PhD) in a quantitative field (Financial Engineering, Math, Stats, Physics, CS, Economics) or equivalent experience.

Responsibilities

• Develop quantitative cashflow and valuation models for Treasury assets and liabilities (e.g., deposits, debt, securitizations, derivatives/hedges, loan portfolios).
• Build and maintain model frameworks for discounted cashflow (DCF), curve construction, spread modeling, optionality, and scenario/stress analysis.
• Partner with Treasury, Finance, Risk, and Accounting to ensure valuation approaches align with business strategy, financial reporting needs, and risk appetite.
• Produce and explain valuation results, sensitivities, and drivers to senior stakeholders; support decision-making for funding and hedging strategies.
• Own and improve model governance practices, including model documentation, change management, assumptions governance, validation readiness, and ongoing monitoring.
• Serve as a key point of contact for model risk management (MRM) and internal/external audits: address findings, implement controls, and maintain evidence.
• Define and monitor key model performance indicators (KPIs), back-testing, benchmarking, and periodic recalibration processes.
• Contribute to best practices across modeling, code quality, and control standards.

Benefits

• To view all of our comprehensive and competitive benefits, visit our Benefits at SoFi page!
• SoFi provides equal employment opportunities (EEO) to all employees and applicants for employment without regard to race, color, religion (including religious dress and grooming practices), sex (including pregnancy, childbirth and related medical conditions, breastfeeding, and conditions related to breastfeeding), gender, gender identity, gender expression, national origin, ancestry, age (40 or over), physical or medical disability, medical condition, marital status, registered domestic partner status, sexual orientation, genetic information, military and/or veteran status, or any other basis prohibited by applicable state or federal law.
• SoFi is committed to an inclusive culture. As part of this commitment, SoFi offers reasonable accommodations to candidates with physical or mental disabilities. If you need accommodations to participate in the job application or interview process, please let your recruiter know or email [e-mail].

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level