Asset Liability Analyst in Charlotte, North Carolina
THE TEAM YOU WILL BE JOINING:
Fortune 100 Financial Services Company
100-year history of dedication to customer satisfaction, success and growth
Tremendous growth and new business strategy leading to the need for new talent
Significant investments in cutting-edge technology
WHAT THEY OFFER YOU:
Culture: Excellent work environment that fosters collaboration
Growth: Ability to make an impact on the direction of the organization
Opportunity: Gain hands-on experience working with cutting-edge technology
Stability: Recent financial performance of the company has reported record profits
WHY THIS ROLE IS IMPORTANT:
Performs complex analysis and measurements in the areas of interest rate risk, asset liability forecasting and other cash flow risk measurements.
Processes and reports conducted by this role may include Economic Value of Equity (EVE), Earnings at Risk (EaR – both growth and no growth), Repricing Gap and other key asset/liability risk reports.
Supports the Treasury leadership in balance sheet positioning, hedging and AFS portfolio management using analytical methods and tools to report on the Bank’s balance sheet sensitivity to macro-economic factors.
Partner with Finance and Accounting teams to help utilize ALM NII forecasting within Bank’s Plan process.
Improve forecasting accuracy and model performance through continuous back-testing and sensitivity analysis of behavioral models, assumptions and ultimately NII forecast.
Develops and implements models within the QRM systems to automate the process of interest rate risk reporting.
Partner in forecasting and supporting the Bank’s Capital Stress Testing and/or FTP initiatives in collaboration with other Treasury team members from these teams.
Maintains and updates the documentation for models and processes used in interest rate and other quantitative analysis, covering detailed procedures, assumptions, rationales, and version controls.
Conducts ad-hoc financial analysis to aid senior management in the decision-making process impacting both the short- and long-term financial performance of the company.
THE BACKGROUND THAT FITS
3+ years asset liability management experience
Bachelor’s or Master’s degree in Finance, Economics or Mathematics