Asset & Liability Sr. Analyst

Asset & Liability Sr. Analyst

The ALM Team is responsible for producing monthly interest rate risk and quarterly capital stress testing analytics, and providing senior management, as well as the Board, key insights into the bank's risk position to a range of economic and interest rate risk scenarios. These analytics support the bank's hedging of interest rate risk and decisioning around target capital operating levels.

As the Asset & Liability Sr. Analyst, you will be given the opportunity to develop your Treasury experience and take responsibility for the end-to-end forecasting process of a sub-set of the CFG balance sheet across multiple economic and interest rate scenarios. The successful candidate will be given the opportunity to develop a deep understanding of behavioral modeling, balance sheet forecasting, financial reporting, and interest rate risk management.

Primary responsibilities include :

• Work cross-functionally to generate forecasting assumptions for assigned portfolio(s)
• Be the subject matter expert of the assigned portfolio(s) within Treasury ALM
• Bring together an understanding of financial mathematics, banking products, and QRM capabilities to identify and recommend best-in-class forecasting approaches
• Perform attribution analysis of portfolio impacts on balance sheet risk metrics
• Execute assumption sensitivity and back-testing to identify the main drivers of changes in metrics
• Regularly review portfolio assumptions and processes to identify areas of improvement
• Enhance and / or develop reporting tools used to communicate risk drivers to senior management
• Complete ad-hoc analyses to improve balance sheet modeling risk analytics

Qualifications, Education, Certifications and / or Other Professional Credentials :

Hours & Work Schedule :