Full-Time Lead Treasury Analyst-Interest Rate Risk

Within the Asset and Liability Management Group, the Lead Treasury ALM Analyst will report to the Interest Rate Risk (IRR) Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk.

This position will be responsible for ALM modeling within the QRM Framework. Responsibilities center around the monthly production process as well supporting ad hoc analysis and capital stress testing. The analyst will be responsible for:

• Assessing model assumptions, sensitivity and stress testing, back testing, and conforming to controls.
• Measurement and review of key assumptions, feeder models and subsequent metrics.
• Documentation to ensure robust internal and external controls.

This position also works closely with other groups in Treasury and Finance. Interest rate risk models and measurements include NII at Risk, EVE at Risk, FMV OCI, cash flow modeling, and MSR. This position is also a key contributor to balance sheet modeling for the Strategic Plan and analysis for the Capital Stress Testing/CCAR process.

Essential Job Functions

• Support Key’s management of interest rate risk and forecasting IRR metrics.
• Assist IRR Manager with setting direction and priorities for the team.
• Forecast via the QRM Framework to model the balance sheet to support interest rate risk, funding, liquidity, and capital analysis.
• Outline and sensitivity test key model assumptions.
• Assist in validating new data sources and versions of the modeling framework.
• Work with internal oversight groups.
• Participate in the Treasury Strategy Committee (ALCO subcommittee).

Qualifications

• Strong practical knowledge of ALM cash flow forecasting and valuation software (QRM Framework or similar).
• Two or more years of diverse banking/financial services experience, preferably with exposure to ALM.
• Strong financial modeling and technical financial risk management skills.
• Bachelor’s Degree is required. Preferred academic degree in STEM, Economics, Finance and Accounting.
• Excellent communication and internal partnering skills.

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