Treasury ALM Analyst

DescriptionJob Description:The ALM Team is responsible for monthly interest rate risk and quarterly capital stress testing analytics. The team provides senior management, as well as the Board, with key insights into the bank's performance under a range of economic and interest rate scenarios, supporting the strategic management of our interest rate risk and bank capital your role as Asset and Liability Management Manager you will be given the opportunity to own the end-to-end forecasting process for a sub-set of the CFG balance sheet. Forecasting across multiple economic and interest rate scenarios, the candidate will develop a deep understanding of behavioral modeling, balance sheet forecasting, financial reporting, and stakeholder this role at Citizens you'll experience a collaborative team environment, exciting learning and growth opportunities, and the ability to shape our balance sheet forecasting Citizen's management is focused on the growth of its team members, and best efforts are made to ensure that each colleague continues to develop and expand their expertise in support of their future career goals.Job Responsibilities:Work cross-functionally to generate forecasting assumptions for assigned portfolio(s).Operate as subject matter expert of the assigned portfolio(s) within Treasury ALM.Bring together an understanding of financial mathematics, banking products and QRM capabilities to identify and recommend best in class forecasting approaches.Utilize the ALM balance sheet model (QRM) to run EVE, NII and Capital Adequacy for assigned portfolio(s)Perform attribution analysis of portfolio(s) impacts on balance sheet risk metrics.Execute assumption sensitivity and back-testing to identify the main drivers of changes in metrics.Regularly review portfolio assumptions and processes to identify areas of improvement.Enhance and/or develop reporting tools used to communicate risk drivers to senior plete ad-hoc analyses to improve balance sheet modeling risk analytics.QualificationsRequired:3+ Years of advanced QRM experience.5+ Years of Treasury ALM experience.Well versed with regional banking products and balance sheets.Strong Excel skills with an eye toward building analytical efficiency.Ability to coordinate tasks and effectively manage time to meet deliverables.Good written and oral communication skills.Quick learner, comfortable with the concepts of financial tellectual curiosity and creative problem-solving skills.Preferred:SQL skillsExperience with Hyperion EssbaseExperience with PowerBIExperience with PowerQueryEducation:Required - bachelor's degree, ideally in business, finance, computer science, math or statisticsMaster's Degree preferred.Certified Financial Risk Manager (FRM) or Chartered Financial Analyst (CFA) preferredHours and Work Schedule: 40 hours p/week - M-F Hybrid - 3 days in the office, 2 remote.Location: Boston MA, Westwood MA, Johnston RI#LI-CITIZENS2Some job boards have started using jobseeker-reported data to estimate salary ranges for roles. If you apply and qualify for this role, a recruiter will discuss accurate pay guidance.Equal Employment OpportunityAt Citizens we value diversity, equity and inclusion, and treat everyone with respect and professionalism. Employment decisions are based solely on experience, performance, and ability. Citizens, its parent, subsidiaries, and related companies (Citizens) provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to age, ancestry, color, citizenship, physical or mental disability, perceived disability or history or record of a disability, ethnicity, gender, gender identity or expression (including transgender individuals who are transitioning, have transitioned, or are perceived to be transitioning to the gender with which they identify), genetic information, genetic characteristic, marital or domestic partner status, victim of domestic violence, family status/parenthood, medical condition, military or veteran status, national origin, pregnancy/childbirth/lactation, colleague's or a dependent's reproductive health decision making, race, religion, sex, sexual orientation, or any other category protected by federal, state and/or local laws.Equal Employment and Opportunity EmployerCitizens is a brand name of Citizens Bank, N.A. and each of its respective affiliates. Background Check Any offer of employment is conditioned upon the candidate successfully passing a background check, which may include initial credit, motor vehicle record, public record, prior employment verification, and criminal background checks. Results of the background check are individually reviewed based upon legal requirements imposed by our regulators and with consideration of the nature and gravity of the background history and the job offered. Any offer of employment will include further information. Benefits We offer competitive pay, comprehensive medical, dental and vision coverage, retirement benefits, maternity/paternity leave, flexible work arrangements, education reimbursement, wellness programs and more. View Benefits Awards We've Received Disability Equality Index Best Places to Work for People with Disabilities Fair360 Top Regional Company FORTUNE's World's Most Admired Companies Human Rights Campaign Corporate Equality Index 100 Award Military Friendly® Employer Age-Friendly Institute's Certified Age-Friendly Employer Bloomberg Gender Equality Index, Standout Dave Thomas Foundation's Best Adoption-Friendly Workplace Forbes America's Best Large Employers Equal Employment Opportunity At Citizens we value diversity, equity and inclusion, and treat everyone with respect and professionalism. Employment decisions are based solely on experience, performance, and ability. Citizens, its parent, subsidiaries, and related companies (Citizens) provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to age, ancestry, color, citizenship, physical or mental disability, perceived disability or history or record of a disability, ethnicity, gender, gender identity or expression (including transgender individuals who are transitioning, have transitioned, or are perceived to be transitioning to the gender with which they identify), genetic information, genetic characteristic, marital or domestic partner status, victim of domestic violence, family status/parenthood, medical condition, military or veteran status, national origin, pregnancy/childbirth/lactation, colleague's or a dependent's reproductive health decision making, race, religion, sex, sexual orientation, or any other category protected by federal, state and/or local laws. Equal Employment and Opportunity Employer Citizens is a brand name of Citizens Bank, N.A. and each of its respective affiliates. Citizens is committed to ensuring that all interested candidates can successfully participate in our recruitment process. If you are an individual with a disability or require a reasonable accommodation, please see our Job Seeker Help policy. -

Created: 2024-11-02