Asset Liability Management Senior Analyst

Truist • Charlotte, NC

9d

About The Position

This senior-level position supports modeling the Truist balance sheet with minimal supervision. The analyst is expected to have extensive knowledge of investments, loan products, deposits, long-term debt products, and derivatives; experience forecasting net interest income; and an understanding of the Company’s sensitivity profile, duration gap analysis, and other market value analytics.

The analyst improves and expands product modeling in QRM, analyzes product risk exposures across interest-rate and stress-testing environments, monitors and analyzes investment, loan, deposit, and long-term debt portfolios, and contributes to assumption-sensitivity analysis. The role reviews products and key interest-rate-risk measures, collaborates with internal resources and business partners on data, analysis, and reconciliation improvements, produces reports on balance and income forecast sensitivity and risk metrics, and works with business units to create, support, and document modeling assumptions. The analyst also assists with CCAR modeling and testing as needed.

Requirements

• At least 3 years of experience in finance, accounting, analytics and reporting, or a BS/BA degree or higher in Finance, Accounting, Statistics, Economics, or Business.
• At least 2 years of experience in Asset Liability Management or at a large financial institution.
• Ability to work effectively both independently and in a team environment.

Nice To Haves

• MBA, CFA, or CPA designation.
• General ledger experience.
• Visual Basic experience.
• Advanced Microsoft Office skills, including Word, Excel, Outlook, and PowerPoint.
• Knowledge of asset-liability or liquidity-management software, especially QRM.
• Knowledge of financial analysis, forecasting, interest income analysis, and balance-sheet behavior.
• Strong analytical skills with high attention to detail and accuracy.
• Experience with financial statements, projections, and financial modeling.
• Hyperion Essbase experience.
• Asset and Liability Management (ALM) experience.

Responsibilities

• Understand how products are modeled in QRM and make improvements or add products and techniques as needed.
• Analyze product risk exposures under different interest-rate and stress-testing environments.
• Support monitoring and tracking of investment, loan, and deposit portfolios, as well as long-term debt, and understand the specific attributes of these products.
• Contribute to analysis of key assumption sensitivities relevant to these products.
• Review products and understand key measures and drivers of interest-rate risk.
• Collaborate with internal resources and business partners to identify and implement improvements to existing data and analyses, and support reconciliation efforts.
• Produce reports summarizing balance and income forecast sensitivity profiles and interest-rate-risk metrics.
• Work with business units to create, support, and document modeling assumptions.
• Assist with CCAR modeling and testing as needed.

Benefits

• Medical, dental, and vision insurance.
• Life and disability insurance.
• Accidental death and dismemberment coverage.
• Tax-preferred savings accounts.
• 401(k) plan.
• At least 10 days of vacation during the first year, prorated based on hire date and full-time or part-time status.
• 10 sick days, prorated.
• Paid holidays.
• Depending on position and division, eligibility for a defined benefit pension plan, restricted stock units, and/or deferred compensation plan.

What This Job Offers

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