Senior Treasury Analyst - Alm

ALM Sr. Treasury Analyst

Our client is a very successful community bank (both commercial and retail) in business over 90 years.  They have branches in the five boroughs of New York City and on Long Island.  They are currently seeking a Senior Treasury Analyst for the bank’s Asset and Liability Management team in their Nassau County headquarters.

Primary responsibility for supporting the Bank’s asset & liability management (ALM) reporting and analysis covering interest rate risk (IRR).  This includes being responsible for monthly maintenance of the ALM system and support general issues related to IRR.  Also includes supporting management in producing reports for Management Asset Liability Committee (ALCO) or Investment Committee (Board).  Additional responsibilities in assisting the  Treasury area, specifically the Chief Investment Officer, with managing the investment portfolio and asset liability management functions.  Asset liability management functions include cash management, collateral management, funding and liquidity and other financial ad-hoc analysis.

 Responsibilities:           

• Operations of the Asset Liability Management (ALM) software for interest rate risk
  • Support and maintenance on the data mapping of bank data files
  • Data file processing on a monthly basis.
  • Reconcile source data files and ALM model output
  • Model documentation and management of modeling procedures
  • Testing of software upgrades or significant model changes
  • Perform interest rate risk simulations including sensitivity testing
• Support maintenance of policies, assumptions documentation as well as production of reporting package to support the ALM process presented to ALCO and the Board.
• Collect historical information to compare model results to actual results to support back testing analysis of the model financial projections.
• Work with various lines of business to collect and interpret data in order to understand risk profile of products.
• Research issues related to data capture and integrity.
• Update NII projections for business planning and forecasting
• Assist with compliance with Management and Regulatory policies on Interest Rate Risk measures.

Qualifications:

• Accounting degree from a 4 year college
• 4 years of Finance Department experience or related field experience.
• Experienced with bank products and working in the banking industry
• Experienced with ALM modeling products
• Strong analytical skills to interpret complex financial data
• Strong skills in Microsoft Office including Excel, Word, and PowerPoint
• Understanding of financial institution policies and procedures
• Experienced with data warehouses and databases
• Ability to work across departments and communicate well with others
• Ability to work independently to deliver results within tight deadlines
• Highly organized, motivated and good at prioritizing
• Knowledge of capital markets, securities and derivative products

Compensation:

• $90K - $100K
• Excellent benefit package

Email resume to jkliegman@winstonstaffing.com