What are the responsibilities and job description for the Asset Liability Management Analyst / Funds Transfer Pricing position at SHIMENTO?
Asset Liability Management Analyst / Funds Transfer Pricing
Location : - Morristown, NJ / Hybrid
Direct Hire
Client is looking for someone who has experience with deposit modelling, core vs. non-core deposits, deposit betas (a key driver of risk in a deposit book), fund transfer pricing, etc
Job Overview
The Asset Liability Management Analyst / Funds Transfer Pricing will conduct regularly scheduled and ad hoc interest rate and market sensitivity modeling commensurately producing required, comprehensive reporting results and providing output through the Bank's governance structures. Also, Internal Treasury projects as directed.
Job Description
Responsibilities include, but are not limited to :
- Loads data into models in / ZMdesk system, processes and generates reports for the Bank's interest rate risk sensitivity analysis as needed.
- Reviews reports for accuracy and reasonableness as needed.
- Maintains, prepares and presents Interest Rate Sensitivity Model, including updating internal assumptions.
- Prepares monthly ALCO report including interest rate sensitivity analysis, budget, margin and income metrics, loan volume and pricing metrics and ad hoc analysis as directed by the Corporate Treasury Department and / or the ALCO.
- Prepare deposit beta and decay and sensitivity analysis as needed.
- Prepare monthly loan prepayment analysis.
- Monitor Asset Liability management policies and thresholds.
- Processes results for other internal stress test analysis as required.
- Internal Treasury projects as needed.
Requirements
Required Skills :
Required Experience :
