Senior Lead Treasury Analyst, ALM Data & Analytics

Location:

127 Public Square, Cleveland Ohio

Job Summary Reporting to the Senior Manager, ALM Data & Analytics, the candidate is responsible for the data management and analysis surrounding Asset Liability Management (ALM). The successful candidate should have database querying and data transformation expertise and experience dealing with complex and large data sets from multiple sources. The candidate will develop deep understanding of the ALM framework and should have working knowledge of ALM concepts such as liquidity, interest rate risk (IRR) and/or funds transfer pricing (FTP).

This role will provide the analyst with comprehensive exposure to the different functions of interest rate risk such as scenario analysis and modeling. This position requires strong analytical skills, attention to detail and strong collaboration and problem-solving across Finance, various Lines of Business (LOB), Finance Division’s Financial Planning and Analysis (FP&A) Finance Enablement, and the Quantitative Modeling and Advanced Analytics (QMAA) team.

This role will also heavily interact with the ALM production and Methodologies and Models teams.

Responsibilities Assist in maintaining a clear ALM data inventory (sources, lineage, transformations, owners, controls) for core products and instruments (loans, deposits, securities, derivatives, FTP curves, behavioral attributes)
Assist in defining and monitoring data quality rules (completeness, validity, timeliness, reconciliation tolerances) and ensure breaks are tracked and timely remediated

Help build and implement processes in ALM framework to support centralized forecasting, IRR, FTP, capital and liquidity planning, and internal stress testing

Assist and support the development, implementation, testing and documentation of data processes to support the various modeling initiatives of Corporate Treasury Assist in producing accurate ALM results and risk reporting that is based on accurate, controlled, well-governed data and analyses that reliably measure and explain balance sheet risk (IRR/IRRBB, NII/EVE sensitivity, optionality/behavioral assumptions) and support risk governance and regulatory expectations

Support and assist the framework and comprehensive process to identify, measure, monitor, and control IRR with strong governance and controls

Execute monthly data load process and reconciliations

Maintain exception logs and issue remediation status

Develop understanding of foundational financial systems and work to develop interfaces to the QRM framework

Partner with multiple developers to understand modeling data requirements and develop data transformations, translation tables, parameters, data loads, security, reports, etc. to support projects/modeling

Work independently with Finance Enablement to ensure data requirements or process changes are identified and incorporated into model development schedule

Coordinate with multiple stakeholders with diverse backgrounds, perspectives and priorities

Perform data and process validation during testing and production phases of projects and ongoing work efforts

Review and process data throughout the month to help ensure that modeling requirements are satisfied

Continuously improve production validation and other processes

Provide modeling support throughout testing and production phases of projects and ongoing work efforts

Participate simultaneously in multiple work efforts and activities

Develop and maintain comprehensive control policies and procedures to ensure the integrity of the data process

Leverage automated technology to achieve the highest level of quality and efficiency

Maintain an awareness of current market and economic conditions

Provide insights into process efficiencies, functional realignments and overall continuous improvement

Participate in strategy discussions around hedging and investing as part of overall balance sheet management

Education Qualifications Bachelor's Degree (Finance, Information Technology, Accounting or related field)
Experience Qualifications3+ years of analytical experience in Finance, Business or related field preferred

Required Skills Familiarity with using, supporting and upgrading ALM software…