Asset Liability Portfolio Analyst

Description

The Asset and Liability Analyst role will act as a subject matter expert on their particular portfolio(s) within the scope of Interest Rate Risk and Valuation. 

The portfolio analyst will:

• Utilize the ALM balance sheet model (QRM) to run monthly NII and Valuations for assigned portfolio(s)
• Establish/ maintain good working relationships with Line of Business (LOB) partners to discuss monthly changes in pricing, volume, and prepayment assumptions
• Drive analysis and decomposition of portfolio(s) impacts on the overall Balance Sheet
• Understand the impact of the evolution of and changes in rates on their portfolio(s)
• Enhance or develop reporting tools used to communicate Interest Rate Risk drivers to upper management
• Facilitate the build out of any new banking products or improved modeling approaches within QRM
• Assist in regulatory/internal audits, governance support, and internal risk management reviews
• Regularly review portfolio assumptions and processes to look for areas of improvement
• Execute assumption sensitivity and back-testing to identify the main drivers of changes in metrics
• Work in a fast paced, team environment
• Initiative to seek out information necessary to answer management’s questions
• Create ad hoc analysis and reports as needed

Qualifications

Required:

• 3+ years of Strong analytical background
• 3+ Prior Banking experience with a strong understanding of banking products
• Strong Excel skills with an eye toward building efficient reports and analytical tools
• Essbase proficiency
• Self-starter
• Comfortable presenting findings and communicating with upper management

Preferred:

• Experience with PowerBI or PowerQuery
• Experience with QRM, or other bank balance sheet frameworks
• Prior experience in a Business Line Finance or Treasury or role

Education:

• Required - bachelor’s degree in business, finance, computer science, math, statistics, Master's Degree preferred
• Certified Risk Manager, Chartered Financial Analyst a plus

Hours and Work Schedule

• Hours per Week:40
• Work Schedule: Monday - Friday

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