Jr Asset Liability Management Analyst

Responsibilities include but are not limited to:

• Load, reconcile, and validate balance sheet data within the Bank''s ALM modeling platform (Empyrean) and provide interest rate risk and balance sheet analytics.
• Prepare the Bank''s monthly Asset Liability Committee (ALCO) reporting package.
• Conduct monthly assumption monitoring and sensitivity analyses.
• Monitor compliance with Asset Liability Management policies, limits, and risk thresholds, escalating exceptions and data concerns.
• Manage the schedule for assumption studies, model validations, sensitivity analyses, and ALM reporting requirements.
• Prepare analysis and presentations on interest rate risk results, including support for assumption development, documentation, and model updates.
• Provide analytical support for Treasury, Finance, and ALM initiatives, including ad hoc balance sheet, funding, and profitability analyses and projects.