Regular or Temporary:
English (Required)
1st shift (United States of America)
Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.
- Analyze and monitor interest rate risk exposure across the bank’s balance sheet, focusing on net interest income (NII) and economic value of equity (EVE)
- Support the development and execution of interest rate scenarios and assumption sensitivity tests to evaluate potential impacts
- Prepare and present regular and ad-hoc analysis to senior management and relevant committees
- Build, maintain, and enhance Excel-based tools used for risk analysis, scenario testing, and reporting
- Enhance existing ALM and risk reporting processes to improve automation, accuracy, and usability
- Develop and maintain data quality and model integrity for risk systems and reporting tools
- Ensure all documentation is updated and in compliance with company policies
The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
- 7+ years of experience in banking or a related field
- 5+ years in Asset Liability Management (ALM)
- Ability to interact at all levels of management.
- Excellent analytical skills and knowledge of bank's balance sheet.
- Demonstrated proficiency in basic computer applications, such as Microsoft Office.
Preferred Qualifications:
- A Masters of Business Administration (MBA), Chartered Financial Analyst (CFA), or Certified Public Accountant (CPA) Designation
- QRM experience
- General ledger experience
- VB (Visual Basic) experience
- Ability to work effectively, as well as independently, in a team environment
- Advanced Microsoft Office (Word, Excel, Outlook and PowerPoint) skills
- Knowledge and understanding of asset liability or liquidity management software, especially QRM
- Strong analytical skills with high attention to detail and accuracy
- Hyperion Essbase experience
- Ability to successfully operate in a complex and matrixed environment