Back to search
Responsibilities include but are not limited to:
- Load, reconcile, and validate balance sheet data within the Bank's ALM modeling platform (Empyrean) and provide interest rate risk and balance sheet analytics.
- Prepare the Bank's monthly Asset Liability Committee (ALCO) reporting package.
- Conduct monthly assumption monitoring and sensitivity analyses.
- Monitor compliance with Asset Liability Management policies, limits, and risk thresholds, escalating exceptions and data concerns.
- Manage the schedule for assumption studies, model validations, sensitivity analyses, and ALM reporting requirements.
- Prepare analysis and presentations on interest rate risk results, including support for assumption development, documentation, and model updates.
- Provide analytical support for Treasury, Finance, and ALM initiatives, including ad hoc balance sheet, funding, and profitability analyses and projects.
Qualifications
Required Skills:
- Proficient in Microsoft Excel. Ability to create pivot tables and macros and use lookup and logic functions.
- Strong analytical and quantitative skills
- Excellent verbal and written communication skills.
- Ability to prioritize and organize assignments.
- Knowledge of banking industry and banking functions.
- Ability to handle multiple priorities simultaneously.
- Ability to meet strict deadlines and complete projects effectively with little supervision.
Required Experience:
- Bachelor's degree in Finance, Accounting, Economics, Mathematics, Business Administration, or a related field.
- Prior internship or short-term experience in banking, finance, treasury, accounting, risk management.
Preferred Experience:
- One year of experience in banking/finance preferred.
- Demonstrated interest in asset/liability management, interest rate risk, liquidity management, and financial analysis preferred.
Learn more about this Employer on their Career Site
