Finance Data and Modeling Analyst

Responsibilities

• Maintain model documentation for Empyrean and sub-models
• Conduct assumption change analysis and maintain model change logs
• Run convergence testing to determine appropriate paths for stochastic modeling
• Run sensitivity analysis against key behavioral assumptions
• Maintain and prepare model back-testing and reporting
• Analyze model results and connections to economic environments
• Model ownership for Capital Planning Stress Testing
• Support CECL Modeling process and alternate economic scenarios
• Support Liquidity Modeling process and analysis
• Own key components of monthly and quarterly analytical processes
• Prepay analysis and data support for ALCO
• Orchestrate the monitoring around the Balance Sheet Management Program
• Loan Fair Value Reporting
• Parent Company IRR Profile
• High Risk Security Testing
• Actual-to-Budget Variance Analysis
• Create and maintain reporting on various financial components of the bank
• Take part in managing and balancing the daily cash management worksheet
• Participate in special projects and analyses, including process optimization and automation

• 3+ years of Interest Rate Risk analysis or finance experience
• Banking experience preferred
• Strong aptitude and passion for financial markets
• Prior experience dealing with models
• Strong analytical and problem‑solving skills
• Ability to manage priorities and adapt to changing needs of the business
• Coding experience a plus (any language, any level)
• Excellent written and oral communication skills
• Ability to work independently and in a group environment
• Attention to accuracy and detail is essential
• A positive, pro‑active attitude and desire to cross‑train and mentor others
• Willingness to participate in tasks and other projects within the association as needed
• High school diploma/GED required; bachelor’s degree in finance or related field preferred, or equivalent experience

• Interest Rate Risk analysis
• financial modeling
• sensitivity analysis
• convergence testing
• back‑testing
• data analysis
• variance analysis
• cash management
• process optimization
• automation

• analytical skills
• problem‑solving skills
• communication skills
• attention to detail
• ability to manage priorities
• adaptability
• independence
• teamwork
• pro‑active attitude
• mentoring