Senior Treasury Analyst

The Senior Treasury Analyst will develop analytic asset liability models in support of risk management efforts. They will also have responsibility for managing internal audit and regulatory requests.

Senior Treasury Analyst Responsibilities:

Develop quantitative / analytic models and applications in support of the firm’s interest rate and liquidity risk management efforts using a third party loan-level cashflow engine.

Lead the preparation and reporting of asset liability scenarios and models, including Interest Rate Risk sensitivity, Liquidity Risk, and capital stress testing.

Develop and maintain assumptions and model inputs for Asset/Liability Management modeling.

Ensure compliance with third party vendor management practices and procedures, and document and data integrity.

Ensure compliance with firm’s risk appetite through cash flow analysis of the balance sheet.

Participate in the forecast process particularly for the generation of net interest income

Recommend profitability increasing alternatives, and improvements to procedures.

Senior Treasury Analyst Requirements:

Bachelor's Degree in Finance, Economics, Mathematics, or related field.

2+ years Related risk analytical experience including Asset Liability Management Modeling

Proficiency in designing new analytic models using software such as QRM or Empyrean systems

Proven ability to prepare and report asset liability scenarios including interest rate risk sensitivity, liquidity risk, and capital stress testing

Knowledge of interest rate curves and the impact of economic and Central Bank activity, and experience with interest rate derivatives

Excellent verbal and written communication skills with the ability to present information clearly