Senior Analyst - Asset Liability Management Treasury Analytics and Forecasting

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Job Description:
Principal subject matter expert responsible for forecasting the firms balance sheet and net interest income and noninterest income while monitoring and reporting on the firms interest rate and FX sensitivity. Leverage and oversee Senior Asset Liability Analysts to deliver a dynamic, accurate and disciplined forecast by product, LOB and Legal Entity under baseline and stress scenarios. Responsible for quality assurance and controls around pertinent external regulatory reporting and risk limits.

Principal subject matter expert responsible for forecasting the firms balance sheet, net interest income, and noninterest income while monitoring and reporting on the firms interest rate and FX sensitivity. Leverage and oversee Senior Asset Liability Analysts to deliver a dynamic, accurate and disciplined forecast by product, LOB and Legal Entity under baseline and stress scenarios. Responsible for quality assurance and controls around pertinent external regulatory reporting and risk limits.

Balance Sheet Management (BSM) is a division within the CFO Group responsible for performing the analytics and forecasting function for Corporate Treasury and providing executive management with accurate and timely analysis of the balance sheet, net interest income (NII), and noninterest income. Information generated by this team provides the framework which allows the company to position its balance sheet consistent with its risk appetite and expectations for changes in interest rates. BSM maintains close partnerships with various groups across the enterprise, providing key input to critical processes and strategic decisions. Coordination with Global Risk, Model Risk, Funding Managers, and other Treasury teams facilitates strategic Asset Liability Management (ALM) decisions within a controlled framework.

The Treasury Analytics & Forecasting (TAF) team within BSM provides quantitative analytics and informed guidance to the Global Funding (GF) function which executes key investment and hedging transactions across Bank and Non-Bank entities using on- and off-balance sheet products across assets and liabilities. Additionally, the TAF team engages in key Treasury project initiatives focused on driving Operational Excellence within the bank. Work responsibilities include initiative implementation, project management, and research and analysis, forecasting, and reporting to support decision making and execution across Treasury. Results of this work are presented to Senior Management on a regular basis.

Responsibilities:

• Daily, monthly, and quarterly monitoring of FX swaps, capital hedges, and interest rate derivative portfolio trends across Actuals and Forecast

• Standardized and ad-hoc analysis to inform key strategic decisions and inform overall investment portfolio management

• Project management and change execution on key initiatives around forecasting and analytics

• Partnering with key internal stakeholders including GF, Enterprise Capital Management (ECM), Global Liquidity Management (GLM), Global Risk, and Accounting Policy among others

Required Qualifications:

• Minimum 2 years of experience in analytics with emphasis on design, testing, and implementation of calculations related to balance sheet, net interest income, cash flows, or risk analytics; can be filled as Analyst or Associate depending on experience

• Finance/Accounting knowledge experience in balance sheet management, forecasting, or other Corporate Treasury functions

• Understanding of financial market dynamics, interest rates, accounting, and financial products

• Ability to manage multiple priorities in a time sensitive environment

• Ability to work across multiple teams in a collaborative environment

• Proficient in Microsoft Office tools, especially Microsoft Excel & SQL skills

• Inquisitive, willing to challenge the status quo and strive to improve processes

Desired Qualifications:

• Bachelor's Degree in Finance, Business, Accounting, Quantitative, or Economics

• Experience analyzing fixed income securities, interest rate derivatives

• Experience with SAP / Oracle (general ledger systems)

• Experience with Bloomberg

• Familiarity with financial institution legal entity structure

• Technical business analyst skills (SQL, VBA, Python a plus)

Skills:

• Analytical Thinking

• Attention to Detail

• Data and Trend Analysis

• Financial Analysis

• Financial Forecasting and Modeling

• Adaptability

• Regulatory Compliance

• Reporting

• Risk Analytics

• Scenario Planning and Analysis

• Benchmarking

• Business Acumen

• Business Analytics

• Financial Management

Shift:

Hours Per Week: