ALM & IRR Risk Analyst – Treasury Modeling

Seaside Bank and Trust; Greenville (SC); Sur place; USD 67 000 - 77 000; Plein temps

Résumé du poste

Seaside Bank and Trust seeks a Treasury Liability Asset Analyst to support asset-liability management (ALM) and treasury operations. You will analyze interest rate risk, maintain financial models, and ensure regulatory compliance.

The role covers IRR quantification, EAR and EVE reporting, model reconciliation to G/L, and documentation for audits. Collaboration on bond analytics and derivatives pricing is part of the duties.

Qualifications

• Bachelor’s degree in finance, economics, mathematics or other related field required.
• Experience with banking/financial data and data modelling preferred.
• Experience with database management preferred.
• Experience in Asset Liability modelling preferred.
• Excellent analytical and communication skills.
• Proficient in Microsoft Office programs.

Responsabilités

• Quantify and report the institution’s interest rate risk (IRR) position using ALM software.
• Understand the Model and its assumptions, and how outputs respond to balance sheet and rate changes.
• Update, maintain, and document Model input assumptions.
• Produce monthly IRR measurements such as EAR and EVE.
• Reconcile the Model to actual balance (G/L).
• Maintain documentation for AL processes for continuity and audits.
• Assist Treasury projects as needed and ensure Model policy compliance.
• Credit modelling of counterparties in internal credit model and monthly reporting.
• Load and reconcile monthly bond data into analytics software and into the ALM model.
• Assist with reporting from bond analytics software and derivatives pricing sheets.

Connaissances

Analytical skills

Communication skills

Data modelling

Multitasking

Banking experience

Regulatory training

Formation

Bachelors in finance/economics/maths

Outils

Bond analytics software

ALM software

Description du poste

Seaside Bank and Trust seeks a Treasury Liability Asset Analyst to support asset-liability management (ALM) and treasury operations. You will analyze interest rate risk, maintain financial models, and ensure regulatory compliance.

The role covers IRR quantification, EAR and EVE reporting, model reconciliation to G/L, and documentation for audits. Collaboration on bond analytics and derivatives pricing is part of the duties.