About This Role
This Treasury Analyst role is within the Balance Sheet & Interest Rate Risk Management Group (BSIRRM) Operations team, focusing on the analysis and management of balance sheet forecasting and interest rate risk across various applications within the Corporate Treasury division. The position involves quantitative analysis of balance sheet behavior, measuring interest rate risk (IRR), and designing risk mitigation strategies.
Responsibilities
- Work within Operations to produce forward-looking income and market value forecasts
- Assess and validate the quality of month-end position data
- Support Treasury activities, including funding, liquidity risk management, asset and liability management, capital management, financial performance management, and related activities
- Be responsible for complex reporting and analytics on treasury finance metrics
- Ensure accurate recurring deliverables are completed and compliant with various treasury risk management regulatory requirements
- Ensure data quality and establish controlled processes
- Work on Change Management items related to QRM (front and back end-data, technical and operational) data delivery, and/or process automation
- Own the implementation of various models and model updates through the QRM and data models that support Interest Rate Risk (IRR)
- Collaborate and consult with peers, colleagues and managers to resolve issues and achieve goals
- Interact with internal customers
- Use QRM to build and execute the starting position build, market value, and income forecasts
- Collaborate with more experienced group members and management on process improvement and execution
- Receive direction from leaders and exercise independent judgment while developing the knowledge to understand function, policies, procedures, and compliance requirements
Requirements
- 2+ years of Treasury or Finance experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Nice to have:
- Experience in the financial industry and/or public accounting
- SQL and Python training/experience
- QRM (Quantitative Risk Management) system experience (front and back end-data, technical and operational) data delivery, and/or process automation
- Experience with market-traded instruments or other Treasury-related products
- Familiarity with Interest Rate Risk (IRR) and valuation models
- Strong understanding of valuation methodologies, control and risk frameworks
- Desire to learn new skills and apply those skills in driving the organization forward
- Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important
