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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.
What You’ll Do:- 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.
- 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.
- Experience with consumer loans valuation, 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.
- Python ecosystem (NumPy, pandas, SciPy), Jupyter, Git
- SQL, Snowflake/Databricks, Airflow (or similar)
- Familiarity with vendor valuation systems, ALM platforms, or curve engines
- Deliver and productionize robust cashflow/valuation models with clear documentation and well-defined assumptions.
- Establish a strong governance rhythm: monitoring, change control, validation support, and audit-ready evidence.
- Improve transparency of valuation drivers and sensitivity reporting for key Treasury portfolios.
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What We Do
SoFi wasn’t built to be a bank. Or a technology company. We were built for one mission: help people achieve financial independence so they can realize their ambitions.
Redefining an entire industry isn’t easy work—and it’s not for the faint of heart. It takes a certain kind of team. People with diverse perspectives and expertise, united by a common sense of purpose. People willing to challenge assumptions but always do the right thing. People proving that innovation and responsibility don’t have to compete, but can come together to create something truly unconventional in the world.
For the last eight years, we’ve been charting this new path forward. We call it The SoFi Way.
At SoFi, we don’t just talk about culture: we live it. The SoFi Way is how we show up every day, how we make decisions, and how we build for our members, clients, and each other.
Why Work With Us
Together with our members, we’re changing the way people think about and interact with personal finance. We’re a next-generation Fintech company using innovative, mobile-first technology to help our members reach their goals. The industry is going through an unprecedented transformation, and we’re at the forefront.
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