Overview:
The Treasury Liability Asset Analyst is responsible for supporting the institution’s asset-liability management (ALM) and treasury operations by analyzing interest rate risk, maintaining financial models, and ensuring regulatory compliance. This role requires a strong understanding of financial modeling, risk measurement, and data reconciliation, as well as the ability to support investment and derivatives activities.
What You’ll Do:
- Quantify and report the institution’s interest rate risk (IRR) position using the company’s ALM software model (the “Model”)
- Run ALM Model and have a thorough understanding of how the Model functions, the assumptions being used in the Model and how Model output is impacted by changes in the balance sheet, assumptions and interest rates
- Update, maintain, and document Model input assumptions
- Using the Model, produce monthly IRR measurements such as Earnings at Risk (“EAR”) and Economic Value of Equity (“EVE”)
- Reconcile the Model to actual balance (G/L)
- Be completely familiar with regulatory guidance, such as SR Letters and the Examiner’s Handbook, with respect to asset-liability management, and maintain copies of recent guidance documents for reference
- Ensure full documentation is maintained for all AL processes and procedures to ensure business continuity and to provide a basis for process auditing
- Assist with other Treasury department projects as needed
- Maintain Compliance with Model Policy
- Credit modelling of counterparties in internal credit model, and monthly counterparty reporting.
- Load, or assist Investment Portfolio Manager with loading, monthly bond data into bond analytics software, reconcile data as loaded to G/L. Load data from bond analytics software into ALM model,
- Assist with reporting from bond analytics software
- Derivatives marketing support
- Update customer derivatives pricing sheet from internal pricing model
Requirements For Success:
- Bachelor’s degree in finance, economics, mathematics or other related field required
- Banking or financial experience required
- Experience working with financial data and/or data modelling preferred
- Experience with database management preferred
- Experience in Asset Liability modelling preferred
- Excellent analytical and communication skills
- Proficient in Microsoft Office programs
- Ability to multitask under time constraints
- Participate in all required compliance training, including Bank Secrecy Act/anti-money laundering training, as well as internal and external training programs, online training, meetings, and seminars/conferences, etc.
Conditions of Employment:
- Must be able to pass background and credit check
FLSA Status: Exempt
SUPERVISORY RESPONSIBILITY
This position does not manage employees.
WORK ENVIRONMENT
Full Time, Non-Remote
POSITION TYPE
This is a full-time position that requires schedule flexibility to work evenings and weekends as needed.
TRAVEL
This position requires up to 10% travel.
OTHER
We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity and/or expression, status as a veteran, and basis of disability or any other federal, state or local protected class.
Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
The job description is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required of the employee. Other duties, responsibilities and activities may change or be assigned at any time with or without notice.
Pay Range:
USD $49,972.00 - USD $76,958.00 /Yr.
