The objective of the Chief Investment Office (CIO) is to manage the Firm's structural risk through involvement in various market sectors and currencies. Structural risks managed by the CIO include structural interest rate and foreign exchange risk. Products utilized include fixed income securities, interest rate swaps, and credit related products. 

This group has broad responsibilities of various finance disciplines under its umbrella, primarily focused on the controls, oversight and forecasting of the balance sheet and P&L of a regulated, public financial institution. Responsibilities for the open role include the control and integrity of the balance sheet and P&L as well as NII forecasting. Overall, this role will give the candidate the chance to open their own doors and take their skills to the next level by getting exposure to making analytical assessments of P&L, balance sheet, market movements and the firm’s financial models. By being a part of this team, you will have the ability to develop a detailed understanding of CIO’s financial models and systems in depth.

Job responsibilities:

• Investment securities balance sheet and net interest income forecasting
• Securities performance and scenario analysis
• Finance automation project implementation
• Month/Quarter end financial analysis
• Valuation and yield review of bond positions 

Required qualifications, capabilities, and skills:

• Understanding and experience in financial accounting (3 to 5 years)
• Understanding of fixed income products (e.g., MBS, asset back securities, interest rate swaps), including relationship between present value, yield, rates, duration, convexity, relative value, etc.
• Highly skilled at problem solving, with a logical and tenacious approach
• Strong analytical and quantitative aptitude
• Proficiency in MS Excel / Access/ VBA/Alteryx/Python/SQL preferred.
• Excellent time management and multi-tasking skills as considerable flexibility is required for the role

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