Asset & Liability Sr. Analyst
About The Position
The Asset & Liability Sr. Analyst will work on the Treasury ALM Team, which produces monthly interest rate risk and quarterly capital stress testing analytics. The team provides senior management and the Board with insights into the bank’s risk position under a range of economic and interest rate scenarios. These analytics support interest rate risk hedging and decisions about target capital operating levels. The analyst will develop Treasury experience and take responsibility for the end-to-end forecasting process for a subset of the CFG balance sheet across multiple economic and interest rate scenarios. The role offers the opportunity to build a deep understanding of behavioral modeling, balance sheet forecasting, financial reporting, and interest rate risk management.
Requirements
- Bachelor’s degree required; preference is given to business, finance, computer science, mathematics, or statistics majors.
- Learning agility and curiosity, including interest in developing proficiency with new technologies, analytical tools, and software.
- Strong planning, prioritization, and time-management skills, with the ability to manage multiple deliverables effectively.
- Clear and effective written and verbal communication skills.
- Strong quantitative aptitude and the ability to understand and apply financial concepts and analytical methods.
- Initiative and accountability, with the ability to work independently and take ownership of assigned responsibilities.
- Intellectual curiosity, an analytical mindset, and a creative approach to problem solving.
- Strong attention to detail and commitment to accuracy and quality.
- General understanding of banking, financial performance, and market dynamics.
Nice To Haves
- Moderate to advanced Excel skills.
- Moderate to advanced SQL skills.
- Exposure to Oracle/Essbase.
- Exposure to cash flow engines such as QRM, Empyrean, or Bancware.
- Experience with tools such as Power Query or Alteryx.
- Experience with data visualization software such as Tableau or Power BI.
Responsibilities
- Work cross-functionally to generate forecasting assumptions for assigned portfolios.
- Serve as the subject matter expert for assigned portfolios within Treasury ALM.
- Combine knowledge of financial mathematics, banking products, and QRM capabilities to identify and recommend forecasting approaches.
- Perform attribution analysis of portfolio impacts on balance sheet risk metrics.
- Execute assumption sensitivity analyses and back-testing to identify the main drivers of changes in metrics.
- Regularly review portfolio assumptions and processes to identify areas for improvement.
- Enhance and/or develop reporting tools used to communicate risk drivers to senior management.
- Complete ad hoc analyses to improve balance sheet modeling risk analytics.
Benefits
- Competitive pay.
- Comprehensive medical coverage.
- Dental coverage.
- Vision coverage.
- Retirement benefits.
- Maternity and paternity leave.
- Flexible work arrangements.
- Education reimbursement.
- Wellness programs.
- Paid time off policy that exceeds the mandatory paid sick or paid time away policy of every local and state jurisdiction in the United States.
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Senior
