Treasury Asset Liability Analyst

United Community Bank•Greenville, SC

1d•$49,972 - $76,958•Onsite

About The Position

The Treasury Liability Asset Analyst is responsible for supporting the institution’s asset-liability management (ALM) and treasury operations by analyzing interest rate risk, maintaining financial models, and ensuring regulatory compliance. This role requires a strong understanding of financial modeling, risk measurement, and data reconciliation, as well as the ability to support investment and derivatives activities.

Requirements

Bachelor’s degree in finance, economics, mathematics or other related field required
Banking or financial experience required
Excellent analytical and communication skills
Proficient in Microsoft Office programs
Ability to multitask under time constraints
Participate in all required compliance training, including Bank Secrecy Act/anti-money laundering training, as well as internal and external training programs, online training, meetings, and seminars/conferences, etc.
Must be able to pass background and credit check

Nice To Haves

Experience working with financial data and/or data modelling preferred
Experience with database management preferred
Experience in Asset Liability modelling preferred

Responsibilities

Quantify and report the institution’s interest rate risk (IRR) position using the company’s ALM software model (the “Model”)
Run ALM Model and have a thorough understanding of how the Model functions, the assumptions being used in the Model and how Model output is impacted by changes in the balance sheet, assumptions and interest rates
Update, maintain, and document Model input assumptions
Using the Model, produce monthly IRR measurements such as Earnings at Risk (“EAR”) and Economic Value of Equity (“EVE”)
Reconcile the Model to actual balance (G/L)
Be completely familiar with regulatory guidance, such as SR Letters and the Examiner’s Handbook, with respect to asset-liability management, and maintain copies of recent guidance documents for reference
Ensure full documentation is maintained for all AL processes and procedures to ensure business continuity and to provide a basis for process auditing
Assist with other Treasury department projects as needed
Maintain Compliance with Model Policy
Credit modelling of counterparties in internal credit model, and monthly counterparty reporting.
Load, or assist Investment Portfolio Manager with loading, monthly bond data into bond analytics software, reconcile data as loaded to G/L. Load data from bond analytics software into ALM model,
Assist with reporting from bond analytics software
Derivatives marketing support
Update customer derivatives pricing sheet from internal pricing model