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
• Intermediate level proficiency in Excel
• Previous experience using QRM