ALM Treasury Analyst

AgWest Farm Credit • Rocklin, CA

2d • $72,600 - $163,000 • Hybrid

About The Position

AgWest Farm Credit is a member-owned financial cooperative that provides financing and related services to farmers, ranchers, agribusinesses, commercial fishermen, timber producers, rural homeowners and crop insurance customers in a seven-state territory in the Western United States. AgWest is part of the 100+ year-old Farm Credit System – the leading provider of credit to American agriculture. AgWest champions the growth and advancement of agriculture, the value of rural communities, and the vital contribution our customers make to the economy and society. We serve customers in 59 locations throughout the West. We are in search of an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join our Treasury department in Tempe, Arizona; Rocklin, California; or Spokane, Washington. This full-time position reports to the Director, Asset Liability Management and provides advanced analytical, technical, and project leadership in the execution, enhancement, and oversight of the Asset Liability Management function, with a primary focus on interest rate risk modeling and analysis using Quantitative Risk Management software and related tools.

Requirements

• Bachelor’s degree in mathematics, accounting, finance, economics, management information systems, or a related field; or an equivalent combination of education and experience
• Generally, requires five to seven years of relevant experience, including at least two years in ALM modeling, preferably using QRM or similar software
• Experience with interest rate risk modeling, including behavioral models, term structure modeling, and other analytical procedures and methodologies that support the Treasury risk framework
• Advanced knowledge of accounting, economics, and finance principles and practices
• Knowledge of loan products and financial instruments offered by AgWest or comparable financial institutions
• Proficient with Microsoft Office products, including Excel, Power BI, Fabric, and Copilot

Nice To Haves

• Experience pricing and structuring financial products, including loans, debt, investments, and hedging instruments
• Relevant certifications or credentials, such as CFA, CTP, CPA, CMA, or MBA
• Advanced degree in finance, mathematics, data analytics, or a related field
• Experience with Python, DAX, R, and SQL

Responsibilities

• Design, build, and maintain high-performance analytical tools to support the organization’s interest rate risk framework using Quantitative Risk Management (QRM) ALM software.
• Help lead the ALM production cycle, including data preparation, model calibration, scenario setup, assumption updates, results validation, attribution analysis, and reporting.
• Lead QRM projects and enhancements, including model configuration, methodology changes, automation, report development, system upgrades, testing, documentation, and post-implementation controls.
• Develop, maintain, and improve analytical models, assumptions, calculations, dashboards, and data processes used throughout Treasury.
• Prepare, monitor, and analyze Treasury and ALCO reporting by translating QRM ALM outputs into concise analysis, commentary, exhibits, and recommendations for senior leadership.
• Partner with Treasury leadership to evaluate and recommend funding, hedging, investment, pricing, liquidity, and balance sheet management strategies through QRM outputs and ad hoc financial analysis.
• Contribute to QRM model governance activities, including documentation, change management, testing, validation support, procedure updates, and coordination with Model Risk, auditors, and regulators as directed.
• Partner with Information Systems teams and other stakeholders to improve ALM data quality, reproducibility, transparency, and reporting efficiency through automation and process improvement.
• Perform all duties and maintain all standards in accordance with company policies, procedures, and internal controls.
• Other duties as assigned.

Benefits

• Medical, dental, and vision insurance
• Basic term life and AD&D insurance (fully paid for by the company)
• Paid days off annually: 15 vacation, 15 sick, 12 holidays and 3 volunteer
• 401(k) plan (6% match plus 3% employer contribution)
• Employee Assistance Program
• Wellness Program
• Jeans are welcome at work every day at AgWest!
• Vacation accrual rates increase with tenure.
• Relocation assistance will be provided to eligible candidates who must relocate to accept this position.
• home office stipend

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level