Asset Liability Mgmnt. Analyst

Job Description

Responsibilities include, but are not limited to:

• Under the direction of management, loads data into models in Empyrean system, processes and generates reports for the Bank's interest rate risk sensitivity analysis as needed.
• Prepare monthly executive asset liability management report.
• Prepare monthly deposit decay analysis.
• Prepare monthly deposit sensitivity analysis.
• Prepare monthly loan prepayment analysis.
• Monitor Asset Liability management policies and thresholds.
• Assist in preparing and presenting Interest Rate Sensitivity Model, including updating internal assumptions.
• Assist in preparing internal stress test analysis.

Required Skills:

• Proficient in Microsoft Excel. Ability to create pivot tables and macros and use lookup and logic functions.
• Excellent verbal and written communication skills.
• Ability to prioritize and organize assignments.
• Knowledge of banking industry and banking functions.
• Ability to meet strict deadlines and complete projects effectively with little supervision.

Required Experience:

• Bachelor's Degree in Accounting or Finance from four-year college or university and a minimum of two years working in capital markets.