Lead Treasury Analyst - IRR Forecasting & Analytics
Core
Lead Treasury Analyst executing monthly Interest Rate Risk (IRR) production cycles, modeling balance sheets, and performing sensitivity/stress testing to inform Treasury strategy and decision-making.
Role type
Senior IC Treasury Analyst (Interest Rate Risk & ALM)
Builds
Balance sheet forecasts, IRR metrics, risk analysis reports, and strategic insights for the Board and ALCO.
Domain
Banking / Financial Services / Asset Liability Management (ALM)
Deliverable
production ML models | dashboards & analysis
Required skills
ALM cash flow forecasting, QRM platform expertise, financial modeling, quantitative analysis, Excel, Python, SQL
Preferred skills
Empyrean platform experience, data integration, financial reporting systems (Workday, Essbase), storytelling/presentation
Technologies
QRM, Empyrean, Python, SQL, Excel, Workday, Essbase
Responsibilities
Execute monthly IRR production process including model runs and input validation; Model balance sheet for interest rate risk, funding, liquidity, and capital analysis; Perform sensitivity testing and post-model analysis; Identify and implement automation opportunities; Present complex model outputs to leadership and committees; Partner with data teams to validate inputs and enhance frameworks.
Seniority
Mid-Senior, hands-on IC