Junior Analyst - ALM Strategy & Treasury Finance

Balancing Sheet & ALM Analytics

Support production and analysis of key ALM metrics including Net Interest Income (NII) at risk, Economic Value of Equity (EVE), and Tangible Common Equity (TCE) sensitivity.

Hedge Strategy Support

• Aid in the development and analytical support of interest rate hedging strategies, including exposure identification, instrument evaluation, and scenario analysis.

Balance Sheet Optimization Support

• Provide analytical support for balance sheet optimization initiatives across the investment portfolio and liquidity position, including securities allocation, duration and yield analysis, funding mix considerations, and evaluation of strategic alternatives to improve balance sheet performance.

Reporting & Committee Materials

• Prepare recurring and ad-hoc materials for various committees, including risk dashboards, strategy recommendations, and performance summaries.

Forecasting & Scenario Analysis

• Support balance sheet forecasting, rate scenario modeling, and sensitivity analysis to inform strategic and tactical decisions.

Process, Controls & Documentation Support

• Assist in building and enhancing controls around existing processes, maintaining procedures, model documentation, and control artifacts consistent with regulatory expectations and second line of defense scrutiny.

Ad-hoc Analysis

• Deliver ad-hoc quantitative analysis in support of Treasury and ALM Strategy requests.