Quantify and report the institution’s interest rate risk (IRR) position using the company’s ALM software model (the “Model”)
Run ALM Model and have a thorough understanding of how the Model functions, the assumptions being used in the Model and how Model output is impacted by changes in the balance sheet, assumptions and interest rates
Update, maintain, and document Model input assumptions
Using the Model, produce monthly IRR measurements such as Earnings at Risk (“EAR”) and Economic Value of Equity (“EVE”)
Reconcile the Model to actual balance (G/L)
Be completely familiar with regulatory guidance, such as SR Letters and the Examiner’s Handbook, with respect to asset-liability management, and maintain copies of recent guidance documents for reference
Ensure full documentation is maintained for all AL processes and procedures to ensure business continuity and to provide a basis for process auditing
Assist with other Treasury department projects as needed
Maintain Compliance with Model Policy
Credit modelling of counterparties in internal credit model, and monthly counterparty reporting
Load, or assist Investment Portfolio Manager with loading, monthly bond data into bond analytics software, reconcile data as loaded to G/L
Load data from bond analytics software into ALM model
Assist with reporting from bond analytics software
Derivatives marketing support
Update customer derivatives pricing sheet from internal pricing model

On-site

Must be able to pass background and credit check
FLSA Status: Exempt
Supervisory Responsibility: This position does not manage employees
Work Environment: Full Time, Non-Remote
Position Type: This is a full-time position that requires schedule flexibility to work evenings and weekends as needed
Travel: This position requires up to 10% travel
Equal Opportunity Employer: does not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity and/or expression, status as a veteran, and basis of disability or any other federal, state or local protected class
Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions
The job description is not designed to cover or contain a comprehensive listing of activities, duties or responsibilities that are required of the employee. Other duties, responsibilities and activities may change or be assigned at any time with or without notice

United Community is hiring a Treasury Asset Liability Analyst