ALM Treasury Analyst – Rate Risk & QRM Modeling (Hybrid)

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 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