KeyBank · 1 day ago
Interest Rate Risk Production Manager
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Responsibilities
Manage interest rate risk by measuring exposure and suggesting hedging strategies.
Create concise and clear presentation materials, simplifying complex topics and visualizing data.
Assist with setting direction and priorities for the team, meeting production responsibilities while seeking out opportunities for continuous improvement and ad hoc analysis.
Use the QRM Framework to model the balance sheet to support interest rate risk, funding, liquidity, and capital analysis.
Facilitate modeling and analysis for 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
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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Required
Prior management experience
Five or more years of diverse finance experience, preferably with exposure to banking
Bachelor’s Degree is required
Excellent communication and internal partnering skills
Preferred
Familiarity with ALM cash flow modeling software such as the QRM Framework is a plus, but not required.
Benefits
Short-term incentive compensation
Deferred incentive compensation
Company
KeyBank
At KeyBank we’ve made a promise to our clients that they will always have a champion in us.
Funding
Current Stage
Late StageLeadership Team
Recent News
2023-08-28
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