Asset Liability Analyst in Charlotte, North Carolina
Posted 03/18/22

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

 

  • Employee Type: Contract
  • Location: Charlotte, North Carolina
  • Category: Accounting and Finance
  • Date Posted: 03/18/22
Apply Today!
Apply Today!

Apply Today!

Attach a resume file. Accepted file types are DOC, DOCX, PDF, HTML, and TXT.

We are uploading your application. It may take a few moments to read your resume. Please wait!