Treasury Risk Analyst III

Treasury Risk Analyst III

The Treasury Risk Analyst III plays a central role in shaping how the Credit Union understands and manages balance‑sheet risk. This position offers hands‑on ownership of the Asset Liability Management (ALM) modeling environment, where analysis directly informs interest rate risk, funding strategy, and long‑term profitability. Using advanced analytics and automated reporting tools, the analyst transforms complex financial data into insights that guide strategic decision‑making for leadership and the Board.

This role is ideal for someone who enjoys digging into data, building scenarios, and seeing their work influence real‑world outcomes. Working closely with treasury leadership, regulators, and cross‑functional partners, the Treasury Risk Analyst III applies industry best practices in modeling, technology, and compliance while continuously improving processes and reporting. For candidates seeking a role with visibility, intellectual challenge, and meaningful impact on the financial strategy of the organization, this position offers an exceptional opportunity.

• Responsible for the daily hedging of the mortgage pipeline.
• Monitor third‑party hedging process and partnerships.
• Determine and publish daily mortgage rate updates.
• Maintain and update key secondary market systems.
• Maintain pricing sheets to accurately price loans for mortgage products, rates, and terms.
• Coordinate timely delivery of mortgage loans to secondary market partners through pipeline management, contract execution, and regular communication with all parties involved.
• Collaborate with Mortgage Lending, Mortgage Operations, Accounting, and vendors to ensure data integrity in the mortgage loan origination system.
• Optimize secondary market opportunities (e.g. FNMA, Freddie Mac, FHLB) including program enrollment, loan assignment, and performance reporting.
• Act as the relationship liaison between internal departments (e.g. Mortgage dept. & Accounting) and external parties (e.g. Optimal Blue, FNMA, Freddie Mac, FHLB).
• Serve as a backup to the responsibilities listed above.
• Monitor and track 30‑day liquidity forecast and operational cash target.
• Estimate a 6‑month rolling forecast.
• Responsible for the maintenance, updating, and reporting of the liquidity framework (including liquidity forecasting, borrowings, contingency liquidity, lines of credit, derivatives, loan participations, loan securitizations, etc.).
• Research options to maximize collateral and liquidity relationships (FNMA, FHLB, CLF, Brokered CDs, Repos, etc.).
• Provide maintenance, current reporting, and reconciliation for borrowing capacity reporting.
• Responsible for the data preparation and reporting related to asset sales (loan participations/loan securitizations).
• Handle derivative related items.
• Serve as a backup and work cross‑functionally to link up liquidity framework into the ALM model.
• Collaborate with management on analysis and documentation for investment‑related transactions (i.e. purchases, sales, borrowings, derivatives, etc.).
• Responsible for the trade documentation process.
• Work with brokers to ensure proper documentation and a smooth delivery.
• Perform due diligence on and/or credit research on investment brokers, corporate bond issuers, liquidity providers, and other counter parties.
• Review corporate bond issuer financials and evaluate risks pertaining to credit ratings.
• Prepare, assemble, and review quarterly Investment Committee packets with focus on accuracy and improving deliverables.
• Handle reporting and analysis regarding Total Benefits Pre‑Funding.
• Serve as a backup and works cross functionally to incorporate investment strategy into the ALM model.
• Database Management/Maintenance: maintain database to enhance operational efficiency and stay within contract terms.
• Data Management: gather and validate data to ensure the accuracy and reliability of modeling inputs.
• Model Development/Maintenance: advance, calibrate, reconcile, back‑test, and document model assumptions, such as loan prepayments speeds and deposit betas.
• Data Analysis: gather and analyze asset‑liability data for various economic scenarios to support financial decision making.
• S…