Associate, ALM and Funding Strategy

Credigy•Norcross, GA

2d•Hybrid

About The Position

Credigy invests across a wide range of consumer-related asset classes. As an Associate on the finance team, you’ll develop a detailed understanding of those investments and evaluate how their expected cash flows interact with the funding used to finance them. You’ll also work with our Investments team to evaluate new opportunities, identify potential funding risks, and help develop appropriate interest rate risk management strategies. You’ll broaden and deepen expertise across Credigy’s investment portfolio, financial markets, and funding activities while gaining exposure to senior leaders across the organization.

Requirements

Bachelor’s degree in Finance, Economics, Accounting, Engineering, Mathematics, or another quantitative field.
4–7 years of relevant professional experience in treasury, asset-liability management, structured finance, capital markets, fixed income, financial risk management, investment analysis, or a related quantitative finance discipline.
Working knowledge of fixed income concepts such as duration, present value, yield curves, and interest rate sensitivity.
Strong financial and quantitative analytical skills.
Advanced proficiency in Microsoft Excel, including developing financial models and analytical tools.
Strong business judgment and the ability to translate quantitative analysis into practical recommendations.
Intellectual curiosity and desire to understand the investments and financial markets in which Credigy operates.
Strong communication skills, including the ability to explain technical concepts to non-technical audiences.
Ability to work independently, manage multiple priorities, and collaborate effectively across teams.

Nice To Haves

Experience with consumer lending, including detailed cash flow analysis.
Familiarity with funding markets, interest rate derivatives, or liquidity risk management.
Experience with SQL, Bloomberg, or other financial and data analysis tools.
Experience with Quantitative Risk Management (QRM) software is a plus.

Responsibilities

Support the development of funding strategies for new and existing investments, including analysis of tenor, structure, timing, and interest rate sensitivity.
Partner with Investments and Credit teams during the evaluation of new transactions to identify funding risks and recommend strategies and structures to mitigate those risks.
Assess and recommend Funding Risk Ratings for transactions based on their characteristics and associated funding risks.
Analyze and monitor interest rate risk across the company’s balance sheet, including measures such as Economic Value of Equity (EVE), Net Interest Income (NII), Dollar Value of a Basis Point (DV01), and other ALM metrics.
Perform scenario and sensitivity analyses to evaluate how changes in interest rates, asset performance, prepayments, and other assumptions may affect Credigy’s financial risk profile.
Support the preparation and validation of Interest Rate Risk in the Banking Book (IRRBB) analyses used to meet NBC’s reporting requirements with the Office of the Superintendent of Financial Institutions (OSFI).
Develop and maintain financial models, analytical tools, and reporting used to support funding decisions.
Perform ad-hoc analyses related to interest rates, new and existing investments, funding, and other team initiatives.
Work closely with NBC colleagues on funding, interest rate risk, and related ALM matters.
Prepare analyses and materials for senior management and other internal stakeholders, translating complex financial concepts into clear and practical insights.