KeyBank · 4 hours ago

Senior Lead Treasury Analyst, Interest Rate Risk Production Forecasting & Analytics

Remote, United States

Full-time

Remote

Senior Level

$85K/yr - $115K/yr

4+ years exp

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Responsibilities

Support Key’s management of interest rate risk by measuring exposure and evaluating hedging strategies.

Assist IRR Production Manager with setting direction and priorities for the team, meeting production responsibilities while seeking out opportunities for continuous improvement.

Use the QRM Framework and capabilities to model the balance sheet to support interest rate risk, funding, liquidity, and capital analysis.

Facilitate modeling and analysis for monthly forecasting and IRR metrics production, periodic scenario analysis and quarterly/semi-annual/annual stress tests within the net interest income framework.

Aggregate and test key model assumptions, including interest rate scenarios, prepayment assumptions and new business volume pricing.

Assist data focused members of IRR Team in validating new data sources, and versions of the QRM Framework.

Work with internal oversight groups including Model Risk and Corporate Treasury Oversight.

Participate in the Treasury Strategy Committee.

Maintain an awareness of current market and economic conditions.

Provide insights for process efficiencies, functional realignments and overall continuous improvement.

Create concise and clear presentation materials, simplifying complex topics and visualizing data.

Participate in strategy discussions around hedging and investing as part of overall balance sheet management.

Improve standard reports and presentation materials for clarity and incorporating additional visual elements.

Qualification

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Treasury experienceFinancial modelingTechnical financial risk managementQRM FrameworkFinancial Services experienceALM cash flow modeling softwarePartnering skillsAgility in multi-taskingProblem-solving capabilitiesTeamwork skills