· Asset Liability Management ( "ALM?): Provide balance sheet and net interest income outlook for various interest rate scenarios.
· Liquidity Risk Management: Examine adequacy of liquid assets to meet funding needs under different scenarios.
· Funds Transfer Pricing ( "FTP?): Analyze product-level market cost of funds to assist in pricing, planning and profitability analyses.
· Load data to SQL server and reconcile to general ledger using SmartView.
· Maintain and execute financial models in ALM system and Excel.
· Analyze and confirm reasonability of output/results.
· Collaborate with FP&A team to execute and enhance annual budgeting and rolling forecasting process.
· Maintain complex spreadsheets and reporting packages, modifying associated SQL and VBA code as needed.
· Provide support for senior management forums including Asset/Liability Committee ( "ALCO?) decisions.
· Contribute to management reporting for financial decision-making.
· Develop solid understanding of ALM, liquidity and funds transfer pricing concepts.
· Grow financial and fixed-income capital markets knowledge by collaborating with front office.
· Maintain comprehensive documentation of all recurring processes.
· Working in upgrades and enhancements
· Monthly process: running VBA an SQL code and must be able to modify that (programming experience a plus)
· Use Bancware system to run monthly reports to show changes in interest rates, then working to reconcile these changes
· Four-Year College Degree (BA or BS) in Economics, Finance, Mathematics or equivalent field
· Knowledge and expertise with Treasury ALM systems (Bancware, QRM or equivalent)
· Banking industry experience needed!
· Data and analytical skills using database platforms such as SQL or Oracle (specific knowledge of query language)
· VBA programming experience (or other programming language)
· Strong communication skills
· Operates with a sense of urgency
· Attention to detail
· Strong strategic and problem-solving skills ? extract key messages from range of data
· Collaborative and able to interact with various cross-functional groups within the client Bank (Sales, Operations, Accounting, IT, Executive team, etc.)
· Flexible and adaptable
· Advanced Degree (MBA or Master's Degree in Economics, Finance, Mathematics or equivalent field)
· CFA or FRM (financial risk management)
· Programming experience a plus