KeyBank
Senior Lead Treasury Analyst, Interest Rate Risk Production Forecasting and Anal
KeyBank, Cleveland, Georgia, United States,
Location:127 Public Square - Cleveland, Ohio 44114
Position OverviewWithin the Asset and Liability Management Group in the Corporate Treasury Department, the Senior Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Production Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and decisioning on balance sheet and Treasury actions and communication of key metrics and insights via regular reporting to the Treasury Strategy Committee, TROC, the Asset and Liability Committee and the Board. Balance sheet modeling is done in the QRM Framework, a third-party software program.
Key Responsibilities
Execution of the monthly production process as well as ad hoc scenarios for balance sheet, NII and IRR forecasting, assessing, and maintaining model assumptions.
Perform analytics, review and controls to ensure robust internal/external governance.
Aggregate and test key model assumptions including prepayment rates, new business volume pricing, and deposit related key assumptions.
Execute key controls, maintain requisite coverage and oversight of models and assumptions including documentation and stress testing.
Collaborate with partners in Lines of Business, FP&A and Finance as well as second line partners in Corporate Treasury Oversight, Model Risk, and Risk Review.
Contribute to balance sheet modeling and analysis for the annual Capital Plan / CCAR process.
Essential Job Functions
Support Key’s management of interest rate risk by measuring exposure and evaluating hedging strategies.
Assist IRR Production Manager with setting direction and priorities for the team.
Use the QRM Framework to model the balance sheet for interest rate risk, funding, liquidity, and capital analysis.
Facilitate modeling and analysis for monthly forecasting and IRR metrics production.
Participate in the Treasury Strategy Committee.
Other Value Add Functions
Maintain an awareness of current market and economic conditions.
Provide insights for process efficiencies and overall continuous improvement.
Create concise and clear presentation materials.
Participate in strategy discussions around hedging and investing.
Required Qualifications
Prior Treasury experience, ideally in Asset Liability Management (ALM).
Strong practical knowledge of ALM cash flow forecasting and valuation software.
Four or more years of diverse Financial Services experience.
Strong financial modeling and technical financial risk management skills.
Bachelor’s Degree required; preferred in STEM, Economics, Finance, or Accounting.
Excellent communication and internal partnering skills.
Competencies/Skills
Intellectual curiosity about banking and Corporate Treasury activities.
Teaming skills and being well-organized and agile.
Creative thinker with excellent problem-solving capabilities.
Development Opportunities
Unique opportunity to gain exposure to Key’s Interest Rate Risk Management.
Become a subject matter expert in ALM and Interest Rate Risk in the Banking Book.
Exposure to senior business and functional heads.
Compensation and BenefitsThis position is eligible to earn a base salary in the range of $85,000 to $115,000 annually depending on location and job-related factors. Compensation also includes eligibility for short-term incentive compensation and deferred incentive compensation subject to individual and company performance.
Key has implemented a role-based Mobile by Design approach to our employee workspaces. As a result, this role may be Mobile or Home-based.
Job Posting Expiration Date: 08/25/2024
KeyCorp is an Equal Opportunity and Affirmative Action Employer committed to building a diverse, equitable and inclusive culture.
Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing HR_Compliance@keybank.com.
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Position OverviewWithin the Asset and Liability Management Group in the Corporate Treasury Department, the Senior Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Production Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and decisioning on balance sheet and Treasury actions and communication of key metrics and insights via regular reporting to the Treasury Strategy Committee, TROC, the Asset and Liability Committee and the Board. Balance sheet modeling is done in the QRM Framework, a third-party software program.
Key Responsibilities
Execution of the monthly production process as well as ad hoc scenarios for balance sheet, NII and IRR forecasting, assessing, and maintaining model assumptions.
Perform analytics, review and controls to ensure robust internal/external governance.
Aggregate and test key model assumptions including prepayment rates, new business volume pricing, and deposit related key assumptions.
Execute key controls, maintain requisite coverage and oversight of models and assumptions including documentation and stress testing.
Collaborate with partners in Lines of Business, FP&A and Finance as well as second line partners in Corporate Treasury Oversight, Model Risk, and Risk Review.
Contribute to balance sheet modeling and analysis for the annual Capital Plan / CCAR process.
Essential Job Functions
Support Key’s management of interest rate risk by measuring exposure and evaluating hedging strategies.
Assist IRR Production Manager with setting direction and priorities for the team.
Use the QRM Framework to model the balance sheet for interest rate risk, funding, liquidity, and capital analysis.
Facilitate modeling and analysis for monthly forecasting and IRR metrics production.
Participate in the Treasury Strategy Committee.
Other Value Add Functions
Maintain an awareness of current market and economic conditions.
Provide insights for process efficiencies and overall continuous improvement.
Create concise and clear presentation materials.
Participate in strategy discussions around hedging and investing.
Required Qualifications
Prior Treasury experience, ideally in Asset Liability Management (ALM).
Strong practical knowledge of ALM cash flow forecasting and valuation software.
Four or more years of diverse Financial Services experience.
Strong financial modeling and technical financial risk management skills.
Bachelor’s Degree required; preferred in STEM, Economics, Finance, or Accounting.
Excellent communication and internal partnering skills.
Competencies/Skills
Intellectual curiosity about banking and Corporate Treasury activities.
Teaming skills and being well-organized and agile.
Creative thinker with excellent problem-solving capabilities.
Development Opportunities
Unique opportunity to gain exposure to Key’s Interest Rate Risk Management.
Become a subject matter expert in ALM and Interest Rate Risk in the Banking Book.
Exposure to senior business and functional heads.
Compensation and BenefitsThis position is eligible to earn a base salary in the range of $85,000 to $115,000 annually depending on location and job-related factors. Compensation also includes eligibility for short-term incentive compensation and deferred incentive compensation subject to individual and company performance.
Key has implemented a role-based Mobile by Design approach to our employee workspaces. As a result, this role may be Mobile or Home-based.
Job Posting Expiration Date: 08/25/2024
KeyCorp is an Equal Opportunity and Affirmative Action Employer committed to building a diverse, equitable and inclusive culture.
Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing HR_Compliance@keybank.com.
#J-18808-Ljbffr