Description
Responsibilities include, but are not limited to:
- Loads data into models in /ZMdesk system, processes and generates reports for the Bank's interest rate risk sensitivity analysis as needed.
- Reviews reports for accuracy and reasonableness as needed.
- Maintains, prepares and presents Interest Rate Sensitivity Model, including updating internal assumptions.
- Prepares monthly ALCO report including interest rate sensitivity analysis, budget, margin and income metrics, loan volume and pricing metrics and ad hoc analysis as directed by the Corporate Treasury Department and/or the ALCO.
- Prepare deposit beta and decay and sensitivity analysis as needed.
- Prepare monthly loan prepayment analysis.
- Monitor Asset Liability management policies and thresholds.
- Processes results for other internal stress test analysis as required.
- Internal Treasury projects as needed.
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