Hybrid Senior ALM & Risk Analytics Analyst

AgWest Farm Credit

Rocklin (CA)

Hybrid

USD 83,000 - 163,000

Full time

9 days ago

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Benefits offered by this job

Medical, dental, and vision insurance

Life & AD&D insurance

Paid time off (vacation, sick, and hol

401(k) plan with match

Employee Assistance Program

Wellness Program

Casual dress code

Job summary

AgWest Farm Credit is seeking an ALM Treasury Analyst II or Senior ALM Treasury Analyst III to join our Treasury team in Tempe, AZ; Rocklin, CA; or Spokane, WA. The position focuses on interest rate risk modeling using Quantitative Risk Management (QRM) software and related tools.

You will design analytical tools, lead the ALM production cycle, and collaborate with Treasury leadership on funding, hedging, and balance sheet management. Relocation assistance is provided for eligible candidates.

Qualifications

Bachelor's degree or equivalent combination of education and experience.
5–7 years of relevant experience, including at least 2 years in ALM modeling.
Experience with interest rate risk modeling and QRM or similar software.
Strong knowledge of accounting, economics, and finance principles.
Knowledge of AgWest loan products or similar institutions.
Proficiency with Microsoft Office products including Excel, Power BI, Fabric, and Copilot.

Responsibilities

Design, build, and maintain high-performance analytical tools for interest rate risk using QRM ALM software.
Lead ALM production cycle: data preparation, model calibration, scenario setup, assumption updates, results validation, attribution analysis, and reporting.
Lead QRM projects and enhancements, including model configuration, automation, reporting, and testing.
Develop, maintain, and improve analytical models, assumptions, calculations, dashboards, and data processes in Treasury.
Prepare, monitor, and analyze Treasury and ALCO reporting by translating QRM ALM outputs into concise analysis and recommendations for senior leadership.
Partner with Treasury leadership to evaluate funding, hedging, investment, pricing, liquidity, and balance sheet strategies via QRM outputs.
Contribute to QRM model governance activities, including documentation, testing, and coordination with auditors and regulators.
Collaborate with IS teams to improve ALM data quality and reporting efficiency through automation.
Perform duties in accordance with company policies and internal controls.