Description:

Report to Director of Asset Liability Management Research & Development

The Corporate Treasury department manages the companys financial resources with respect to capital planning, long-term and short-term funding, liquidity planning, asset-liability matching, interest rate risk management, and cash management.

Individual will be responsible for following within Treasury department:

Responsible for modeling assets, liabilities and off-balance sheet instruments in companys ALM system
Research, develop, and evaluate new models to be used in QRM/ ALM system (i.e. core deposit decay model)
Develop and maintain new stress scenarios for the company
Responsible for the accuracy, reasonableness, and constancy of data and assumptions
Maintain ALM account attributes, operating procedures manual, and documents changes to the model.
Support senior staff with ad hoc analysis, development of custom reporting
Provide analytical, modeling, forecasting and reporting support for ALM production group

Required Experience:

Bachelors Degree in Finance, Economics or Accounting.
Prior ALM / Treasury department experience.
5 years, minimum, work experience in Asset Liability Management, Risk Management or Financial Planning and Analysis.
Excellent modeling, analytical, communication (oral and written), organizational and interpersonal skills.
Bloomberg.
MS Office (Word, Excel, Powerpoint, Access)
Knowledge of database applications (preferable SQL)
QRM or Bancware.


Preferred (Optional) Experience, Education, etc.:

MBA Finance.
Credit Card industry experience