Lead Treasury Analyst - IRR Forecasting & Analytics

Location:

Within the Asset and Liability Management Group in the Corporate Treasury Department, the Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and decisioning on balance sheet and Treasury actions and communication of key metrics and insights via regular reporting to the governing committees and the Board. 

This position will be responsible for ALM modeling within the QRM Framework, a third-party provided software. Responsibilities center around the monthly production process as well supporting ad hoc analysis and capital stress testing. The analyst will be responsible for assessing model assumptions, sensitivity and stress testing, backtesting, and conforming to controls. Analytics include measurement and review of ke...