Valley Bank Job - 49709088 | CareerArc
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Company: Valley Bank
Location: Fairfield, NJ
Career Level: Associate
Industries: Banking, Insurance, Financial Services

Description

Responsibilities include, but are not limited to:

  • Under the direction of management, loads data into models in Empyrean system, processes and generates reports for the Bank's interest rate risk sensitivity analysis as needed.
  • Prepare monthly executive asset liability management report.
  • Prepare monthly deposit decay analysis.
  • Prepare monthly deposit sensitivity analysis.
  • Prepare monthly loan prepayment analysis.
  • Monitor Asset Liability management policies and thresholds.
  • Assist in preparing and presenting Interest Rate Sensitivity Model, including updating internal assumptions.
  • Assist in preparing internal stress test analysis.


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