ALM Treasury Analyst

AgWest Farm Credit; Ventura (CA); On-site; USD 83,000 - 163,000; Full time

Benefits offered by this job

Medical, dental, vision

401(k) match

Employee Assistance Program

Wellness program

Casual dress

Paid time off

Job summary

AgWest Farm Credit is seeking an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join its Treasury team. The role focuses on interest rate risk modeling and ALM analytics using QRM, with responsibilities spanning data preparation, model calibration, scenario analysis, and governance.

Location options include Boise, Ventura, and Seattle. The position offers the opportunity to influence funding, hedging, pricing, liquidity management and balance sheet strategies, with competitive

Qualifications

• Bachelor's degree in mathematics, accounting, finance, economics, MIS or related field.
• Typically requires five to seven years of relevant experience including ALM modeling experience
• Experience with interest rate risk modeling and behavioral/term-structure modeling
• Proficiency in accounting, economics, and finance principles
• Knowledge of loans and instruments offered by AgWest or similar institutions
• Proficiency with Excel, Power BI, Fabric, and Copilot

Responsibilities

• Design and maintain tools to support interest rate risk framework using QRM ALM software.
• Lead ALM production cycle: data prep, model calibration, scenario setup, validation and reporting.
• Drive QRM projects including model changes, automation, and governance.
• Develop and improve analytical models, calculations, dashboards, and data processes.
• Prepare Treasury and ALCO reporting with concise analysis and recommendations.
• Collaborate with Treasury leadership on funding, hedging, pricing and liquidity strategies.
• Participate in QRM governance, documentation, testing, and regulatory coordination.
• Work with IT to improve data quality and reporting efficiency.

Skills

ALM modeling

Interest rate risk modeling

QRM software

Excel

Power BI

Python

SQL

DAX

Copilot

Data analysis

Education

Bachelor's degree in mathematics

Bachelor's degree in finance

Bachelor's degree in economics

MIS / related field

Tools

QRM ALM software

Python

R

SQL

Power BI

Fabric

Copilot

Job description

AgWest Farm Credit is a member-owned financial cooperative that provides financing and related services to farmers, ranchers, agribusinesses, commercial fishermen, timber producers, rural homeowners and crop insurance customers in a seven-state territory in the Western United States. AgWest is part of the 100+ year-old Farm Credit System - the leading provider of credit to American agriculture.

AgWest champions the growth and advancement of agriculture, the value of rural communities, and the vital contribution our customers make to the economy and society. We serve customers in 59 locations throughout the West.

We are in search of an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join our Treasury department in Boise, Idaho; Ventura, California or Seattle, Washington. This full-time position reports to the Director, Asset Liability Management and provides advanced analytical, technical, and project leadership in the execution, enhancement, and oversight of the Asset Liability Management function, with a primary focus on interest rate risk modeling and analysis using Quantitative Risk Management software and related tools.

Compensation Information

The base salary range for this position in Boise, Idaho is:

Level II:
Typical starting range: $72,600 - $99,900
Full base salary range: $72,600 - $113,600
Annual performance-based incentive target is 10% of base.

Level III:
Typical starting range: $80,000 - $110,100
Full base salary range: $80,000 - $142,000
Annual performance-based incentive target is 12% or 15% of base depending on experience.

The base salary range for this position in Ventura, California and Seattle, Washington is:

Level II:
Typical starting range: $83,100 - $114,600
Full base salary range: $83,100 - $130,400
Annual performance-based incentive target is 10% of base.

Level III:
Typical starting range: $91,500 - $126,600
Full base salary range: $91,500 - $163,000
Annual performance-based incentive target is 12% or 15% of base depending on experience.

*Relocation assistance will be provided to eligible candidates who must relocate to accept this position.

Essential Duties

• Design, build, and maintain high-performance analytical tools to support the organization's interest rate risk framework using Quantitative Risk Management (QRM) ALM software.
• Help lead the ALM production cycle, including data preparation, model calibration, scenario setup, assumption updates, results validation, attribution analysis, and reporting.
• Lead QRM projects and enhancements, including model configuration, methodology changes, automation, report development, system upgrades, testing, documentation, and post-implementation controls.
• Develop, maintain, and improve analytical models, assumptions, calculations, dashboards, and data processes used throughout Treasury.
• Prepare, monitor, and analyze Treasury and ALCO reporting by translating QRM ALM outputs into concise analysis, commentary, exhibits, and recommendations for senior leadership.
• Partner with Treasury leadership to evaluate and recommend funding, hedging, investment, pricing, liquidity, and balance sheet management strategies through QRM outputs and ad hoc financial analysis.
• Contribute to QRM model governance activities, including documentation, change management, testing, validation support, procedure updates, and coordination with Model Risk, auditors, and regulators as directed.
• Partner with Information Systems teams and other stakeholders to improve ALM data quality, reproducibility, transparency, and reporting efficiency through automation and process improvement.
• Perform all duties and maintain all standards in accordance with company policies, procedures, and internal controls.
• Other duties as assigned.

Travel Requirements

• AgWest employees may occasionally be asked to travel for all-staff or team meetings not included in the standard travel requirements for the role.

Minimum Qualifications

• Bachelor's degree in mathematics, accounting, finance, economics, management information systems, or a related field; or an equivalent combination of education and experience
• Generally, requires five to seven years of relevant experience, including at least two years in ALM modeling, preferably using QRM or similar software
• Experience with interest rate risk modeling, including behavioral models, term structure modeling, and other analytical procedures and methodologies that support the Treasury risk framework
• Advanced knowledge of accounting, economics, and finance principles and practices
• Knowledge of loan products and financial instruments offered by AgWest or comparable financial institutions
• Proficient with Microsoft Office products, including Excel, Power BI, Fabric, and Copilot

Preferred Qualifications

• Experience pricing and structuring financial products, including loans, debt, investments, and hedging instruments
• Relevant certifications or credentials, such as CFA, CTP, CPA, CMA, or MBA
• Advanced degree in finance, mathematics, data analytics, or a related field
• Experience with Python, DAX, R, and SQL

Workplace Flexibility

• After an initial in-office training period, this position is eligible for workplace flexibility and a one-time home office stipend.

Benefits Offered by AgWest

• Medical, dental, and vision insurance
• Basic term life and AD&D insurance (fully paid for by the company)
• Paid days off annually: 15 vacation*, 15 sick, 12 holidays and 3 volunteer
• 401(k) plan (6% match plus 3% employer contribution)
• Employee Assistance Program
• Wellness Program
• Jeans are welcome at work every day at AgWest!

*Vacation accrual rates increase with tenure.

Details about insurance and retirement benefits are available at: https://www.farmcreditfoundations.com/fcfbenefits

#LI-Hybrid

If hired, you will be required to provide proof of authorization to work in the United States. Applicants and employees will not be sponsored for work authorization, including but not limited to H-1B, OPT, CPT, TN, J-1, or STEM.

Job level and starting annual salary will be based on a variety of factors including but not limited to experience, education, certifications/licensure, internal equity, location, business needs and market demands. The listed compensation and benefits information is accurate as of the posting date. AgWest reserves the right to adjust compensation for all positions and modify or discontinue benefits programs at its sole discretion, subject to applicable law.

Qualified applicants will receive consideration for employment without regard to race, color, religion, gender, gender orientation, national origin, marital status, age, disability, protected veteran status, or any other classification protected by law.

When you apply for a position with AgWest Farm Credit, we collect personal identifiers (from your resume and other application information you submit), such as your name, email address, mailing address, telephone number(s) and employment and education related information. This helps us evaluate job applicants for hiring opportunities, and, communicate with them.

To comply with federal regulations for equal employment opportunity and affirmative action (EEO/AA), we track our applicants by gender, race/ethnicity, veteran status, disability status, and the position for which they applied. You will be presented with a voluntary self-identification form as part of this application; we wanted you to know why we collect this information and what we do with it. Please be aware that this information is kept separate from your application, and not utilized in the selection process.

For more information about the information AgWest Farm Credit collects, please see the AgWest Farm Credit California Privacy Policy.