ALM & IRR Analyst: Automate & Elevate Risk Insights

KeyBank; Buffalo (NY); On-site; USD 63,000 - 96,000; Full time

Job summary

KeyBank is seeking a Lead Treasury ALM Analyst within the Asset and Liability Management Group of the Corporate Treasury. The role focuses on producing IRR models, validating inputs, and delivering insights to Treasury leadership.

You will translate complex model outputs into concise business insights, automate processes with Python/SQL, and engage with Funding, Liquidity, and Capital teams for strategic balance sheet analysis.

Qualifications

• Experience with ALM cash flow forecasting and valuation software (QRM or similar).
• 2+ years in banking/financial services with ALM/IRR exposure.
• Strong financial modeling and analytical skills; handle complex models.
• Advanced Excel and quantitative analysis skills.

Responsibilities

• Support interest rate risk management and forecast IRR metrics.
• Execute portions of the monthly IRR production process (model runs, validation, analysis).
• Model the balance sheet in QRM to support IRR, funding, liquidity, and capital analysis.
• Collaborate with data/tech teams to improve inputs and execution.
• Perform post-model sensitivity testing and backtesting.

Skills

ALM forecasting

Advanced Excel

Python

SQL

Communication

Education

Bachelor’s Degree in Finance/Economics/Math

Tools

QRM

Empyrean

Job description

KeyBank is seeking a Lead Treasury ALM Analyst within the Asset and Liability Management Group of the Corporate Treasury. The role focuses on producing IRR models, validating inputs, and delivering insights to Treasury leadership.

You will translate complex model outputs into concise business insights, automate processes with Python/SQL, and engage with Funding, Liquidity, and Capital teams for strategic balance sheet analysis.