Treasury Consulting Analyst

Overview

The core parts of your role would be to:

• Measurement, Analysis, and Reporting of Interest Rate Risk, Profitability, Liquidity, and Capital metrics – 70%
• Execute client balance sheet simulations to generate results for interest rate risk position, profitability/liquidity, and capital projections.
• Back-test model results to identify gaps and areas to improve assumption accuracy.
• Consult with clients to collect, adjust, or enhance modeling assumptions.
• Develop and input key assumptions into simulation model, while ensuring accuracy and integrity of all data inputs and assumptions used to assess interest rate risk (IRR) exposures.
• Modify any input/output processes to accommodate new products or attributes for client models.
• Manage the IRR modeling process to accommodate changes to behavioral assumptions and any new products or features being...