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Asset Liability Portfolio Analyst

Risk

Providence, Rhode Island; Boston, Massachusetts

Req. Number: 224278

Full/Part Time: F

Shift: 1st Shift

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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Some job boards have started using jobseeker-reported data to estimate salary ranges for roles. If you apply and qualify for this role, a recruiter will discuss accurate pay guidance.

Benefits

We offer competitive pay, comprehensive medical, dental and vision coverage, retirement benefits, maternity/paternity leave, flexible work arrangements, education reimbursement, wellness programs and more.

View Benefits

Awards We've Received

2022

Human Rights Campaign Best Places to Work for LGBTQ Equality

2021

Dave Thomas Foundation Best Adoption-friendly Workplace

2021

DiversityInc
Noteworthy Company for Diversity

2021

Military Friendly Employer

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