ALM Treasury Analyst – Flexible Schedule

AgWest Farm Credit; Rocklin, Northern (CA, KY); Hybrid; USD 83,000 - 163,000; Full time

Benefits offered by this job

Relocation assistance

Home office stipend

Jeans are welcome at work

Job summary

AgWest Farm Credit seeks an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join the Treasury department in Tempe, Rocklin, or Spokane. The role focuses on interest rate risk modeling using QRM ALM software and advanced analytics for senior leadership.

The position covers data prep, model calibration, scenario setup, results validation, and reporting. It requires a math/finance background and strong Excel/Power BI skills, with relocation assistance available.

Qualifications

• Bachelor’s degree in mathematics, accounting, finance, economics, MIS, or related field.
• 5–7 years of relevant experience, including at least two years in ALM modeling.
• Experience with interest rate risk modeling and QRM or similar software.
• Proficient with Excel, Power BI, Fabric, and Copilot.

Responsibilities

• 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.

Skills

ALM modeling

Interest rate risk modeling

QRM software

Excel

Power BI

Fabric

Copilot

Python

DAX

R

SQL

Education

Bachelor's degree in mathematics, accounting, finance, economics, MIS, or related field

Tools

QRM ALM software

Job description

AgWest Farm Credit seeks an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join the Treasury department in Tempe, Rocklin, or Spokane. The role focuses on interest rate risk modeling using QRM ALM software and advanced analytics for senior leadership.

The position covers data prep, model calibration, scenario setup, results validation, and reporting. It requires a math/finance background and strong Excel/Power BI skills, with relocation assistance available.