Sr Asset Liability Mgt Analyst

Responsibilities include, but are not limited to:

• Lead Valley''s ALM modelling initiatives including interest rate risk and sensitivity, liquidity risk and balance sheet optimization.
• Gather and analyze data on assets and liabilities in a wide range of economic and management defined scenarios.
• Develops reports and presentation materials that effectively communicate financial performance, risks and strategy recommendations including monthly ALCO reports (interest rate sensitivity analysis, budget, margin and income metrics, loan volume and pricing metrics and ad hoc analysis as directed by the Corporate Treasury Department and/or the ALCO).
• Prepares, documents and tests model assumptions including loan prepayment speeds, deposit decay and betas.
• Support finance, risk management, internal audit, business leads and examiners on ALM discussions and analyses. Incorporates feedback into models and metrics.
• Monitors and updates Asset Liability management policies and thresholds.
• Maintains knowledge and understanding of current trends, regulations and issues affecting AML.