Bank of the West currently has an opening in the Treasury ALM department for a Asset Liability Analyst. This position is responsible for providing analytical support for the bank’s asset and liability management function.
In this important role you will:1.
Support interest rate risk management by preparing net interest income projections; developing assumptions for simulations; performing interest rate risk analysis; and quantifying impact of basis risk, yield curve risk and repricing risk.
2. Perform effectiveness tests for specific hedge transactions.
3. Coordinate information and systems requirements.
4. Maintain databases showing bank and peer position information.
5. Validate assumptions and results of net interest income simulations and other analytical models.
6.
Support the funds transfer pricing system by maintaining databases, performing statistical analysis, and analyzing the impact on overall bank performance.
7. Compile data for and prepare regularly scheduled or special reports, analyses and statements.
Requirements• Bachelor’s degree
• Master’s degree
• Five to seven years related experience, including
Financial institution
Financial planning, reporting, and/or investments
• Strong knowledge of economics.
• Strong knowledge of
Financial Accounting and analysis
• Strong knowledge of financial,
Legal and regulatory requirements impacting
Banking.
