Lead Treasury Analyst - IRR Forecasting & Analytics
About The Position
Within the Asset and Liability Management Group in the Corporate Treasury Department, the Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Manager. The IRR team is responsible for measuring, monitoring, and managing interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and Treasury decision-making, and communicating key insights to governing committees and the Board. This role sits on the ALM production team and is directly responsible for executing components of the monthly IRR production cycle within the QRM Framework, a centralized platform for balance sheet and IRR modeling. The position works closely with data and technology teams to load and validate market inputs, run models, and analyze outputs used for key risk and strategic decisions. In addition to production execution, the role focuses on post-model analysis, including evaluating assumptions, performing sensitivity and stress testing, backtesting, and ensuring compliance with controls. The analyst will identify opportunities to improve and automate processes, leveraging tools such as Python and SQL to reduce manual effort and increase efficiency. A key component of the role is translating complex model outputs into clear, concise insights. The analyst will present results, trends, and key drivers to Treasury leadership and cross-functional partners, simplifying technical concepts to support decision-making. This position partners closely with Funding, Liquidity, Capital, and Market Strategy teams and contributes to balance sheet modeling for the Strategic Plan and CCAR process.
Requirements
- Strong knowledge of ALM cash flow forecasting and valuation software (QRM or similar)
- 2 or more years of banking or financial services experience with exposure to ALM or IRR
- Strong financial modeling and analytical skills, with the ability to work with complex models
- Bachelor’s Degree required; preferred background in Finance, Economics, Mathematics, or related field
- Advanced Excel skills with experience in quantitative analysis
- Strong communication skills with the ability to simplify complex concepts
Nice To Haves
- Experience with ALM platforms such as QRM or Empyrean
- Experience enhancing or supporting modeling environments and data integration
- Experience with Python, SQL, or similar tools for data analysis and automation
- Experience with financial reporting systems (e.g., Workday, Essbase)
- Exposure to presenting analytical results, with strong interest in developing storytelling skills
Responsibilities
- Support interest rate risk management and forecast IRR metrics, including exposure measurement, hedging analysis, and stress testing
- Execute portions of the monthly IRR production process, including model runs, input validation, and output analysis
- Model the balance sheet in QRM to support interest rate risk, funding, liquidity, and capital analysis
- Partner with data and technology teams to support model inputs and improve process execution
- Evaluate and sensitivity test key model assumptions and assess impact on results
- Perform detailed post-model analysis using Excel and other tools to interpret trends and drivers
- Support validation of new data sources and framework enhancements
- Identify and implement automation opportunities using Python, SQL, or similar tools
- Ensure appropriate documentation and adherence to internal controls
- Work with oversight groups and participate in governance routines
- Participate in the Treasury Strategy Committee (ALCO subcommittee)
- Maintain awareness of market and economic conditions and reflect insights in analysis
- Drive process improvements and identify efficiency opportunities
- Create clear, concise presentation materials that translate complex outputs into business insights
- Present results and key drivers, clearly communicating risks and implications
- Support strategy discussions around hedging and balance sheet management
- Enhance reporting through improved visualization and usability
Benefits
- Eligibility for incentive compensation which may include production, commission, and/or discretionary incentives.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
