Treasury Liquidity & Interest Rate Risk Analytics

Join our dynamic Treasury team within Asset and Wealth Management (AWM), where you will play a pivotal role in shaping the asset and liability management strategy across the business. 

As a Treasury Associate within Asset and Wealth Management (AWM), you will collaborate with senior management and cross-functional teams to develop and enhance frameworks that promote insights into Interest Rate Risk and Liquidity Risk.

Job Responsibilities

• Gain an in-depth understanding of banking book (deposits, wholesale loans and mortgage) products
• Work with pricing teams to understand deposit betas and attrition assumptions, and use to update IRR frameworks
• Develop, analyze and enhance liquidity stress methodologies and assumptions, driving firmwide actions
• Partner with Finance, Corporate Treasury, and Technology to automate liquidity management and IRR related processes
• Collaborate with Corporate Treasury to review and understand AWM’s earnings at risk and basis point value (bpv) exposure in various interest rate scenarios
• Liaise with Corporate Treasury and the Chief Investment Office to drive investment and funding decisions as well as developing portfolio strategies across the business
• Discuss liquidity, ALM risk management, market conditions and fixed income hedging  activities/strategies with senior management
   

Required qualifications, capabilities, and skills:

• Bachelor’s degree in Finance, Economics, Business, STEM, or a related field
• 3 plus years of relevant experience in banking, finance, or treasury
• Advanced analytical skills with proficiency in Python, Alteryx, Tableau or similar automation technologies, as well as Microsoft Excel
• Experience working with large datasets and complex data analysis
• Ability to thrive in a fast-paced, intellectually demanding environment
• Team-oriented with a strong work ethic and excellent communication skills

Preferred qualifications, capabilities, and skills:

• Knowledge of Fixed Income products and Markets is a plus