Campus Pride Jobs

Location: 127 Public Square - Cleveland, Ohio 44114 Within the Asset and Liability Management Group in the Corporate Treasury Department, the Senior Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Production Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and decisioning on balance sheet and Treasury actions and communication of key metrics and insights via regular reporting to the Treasury Strategy Committee, TROC, the Asset and Liability Committee and the Board. Balance sheet modeling is done in the QRM Framework, a third-party software program. This position will be responsible for the execution of the monthly production process as well as ad hoc scenarios for balance sheet, NII and IRR forecasting, assessing, and maintaining model assumptions, and performing analytics, review and controls to ensure robust internal/external governance. Primary model assumptions include prepayment rates, new business volume pricing, and deposit related key assumptions such as betas and attrition. Analytics involves analysis and review to ensure accuracy and validation of key output and production metrics. Governance responsibilities includes executing key controls, maintaining requisite coverage and oversight of models and assumptions including documentation, stress testing, and working with partners in Lines of Business, FP&A and Finance as well as second line partners in Corporate Treasury Oversight, Model Risk, and Risk Review. This position also works closely with other groups in Treasury and Finance who inform and leverage QRM output, including Funding, Liquidity, Capital, and Market Strategy. IRR models and outputs include Net Interest Income at Risk, Economic Value of Equity, Forward Valuation of swaps and investments, balance sheet runoff cash flows, and Commercial Mortgage Servicing Rights Valuation. This position is also a key contributor to balance sheet modeling and analysis for the annual Capital Plan / CCAR process. ESSENTIAL JOB FUNCTIONS * 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 OTHER VALUE ADD FUNCTIONS * 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. REQUIRED QUALIFICATIONS * Prior Treasury experience, ideally in Asset Liability Management (ALM). * Strong practical knowledge of ALM cash flow forecasting and valuation