The Senior ALM Analyst is responsible for the preparation and production of the Bank's interest rate risk model using financial forecasting measures such as Net Interest Income and Economic Value of Equity. Supports the ALM Manager in all aspects of the Asset Liability Management function including stress testing (liquidity, capital and interest rate risk), ALCO package preparation, funds transfer pricing, and model governance.
Position Accountabilities - Responsible for the preparation and processing of the Bank's ALM and FTP model.
- Responsible for supporting all aspects of the ALM model including data integrity, results, and variance analysis.
- Responsible for maintaining, updating and improving, where possible and appropriate, the analytics that support the assumptions recalibration process for the ALM model.
- Coordinate with all levels of management and other departments to gather, analyze, summarize, and prepare materials for the Asset Liability Management Committee (ALCO) and various other monthly, quarterly and annual Corporate Treasury related reports.
Organizational Relationship Senior ALM Analyst reports directly to the ALM Manager as a member of the Corporate Treasury department.
Position Qualifications Education & Experience
- Bachelor degree in finance, accounting, mathematics or other business related field. MBA or Masters a plus.
- 5+ years' experience in asset liability management or other financial modeling experience.
- Experience and/or training with Power Query, SAS, SQL Server Management Studio or other SQL coding. Power BI and/or Excel VBA experience would be a plus.
- Datamining, statistical analytics or statistical modeling experience would be a plus.
- Experience with Empyrean or comparable models (ALM, FTP, Deposit Analytics and/or Liquidity Stress Test) a plus.
Knowledge & Skills
- Understanding of banking concepts, accounting, finance and economic principles.
- Ability to work under limited supervision and direction while managing multiple priorities.
- Financial management and analysis knowledge.
- Advanced knowledge and skill with Microsoft Excel.
- Knowledge of bank operations, products and services.
- Advanced analytical and problem solving skills.
- Detail-oriented with excellent organizational, interpersonal, verbal and communication skills.
- Team-oriented.
- Extensive knowledge of Microsoft Office to include Word and PowerPoint.
Salary offered will be based on several factors including but not limited to education, work experience, certifications, etc. This position is also eligible to participate in either an applicable incentive compensation plan for the position or a discretionary profit sharing bonus program. General information on our comprehensive benefits package can be found by visiting https://www.atlanticunionbank.com/about/careers/benefits.
