Treasury Analyst

JOB SUMMARY: The Treasury Analyst supports the management and optimization of the Bank's balance sheet through quantitative analysis, financial modeling, forecasting, and reporting. This position partners across Treasury, Finance, Risk, Lending, and Deposits to provide analytical insight into asset-liability management (ALM), liquidity, investments, capital, funds transfer pricing (FTP), loan and deposit pricing, and other strategic treasury initiatives.

The ideal candidate possesses strong analytical and technical skills, an understanding of fixed income and financial markets, and a passion for leveraging data and technology to improve decision-making. This role provides broad exposure across treasury functions and offers opportunities to support key strategic initiatives affecting the Bank's profitability, risk profile, and balance sheet performance.

ESSENTIAL DUTIES AND RESPONSIBILITIES:

• Support initiatives across Treasury, including asset-liability management (ALM), liquidity management, investments, funds transfer pricing (FTP), loan and deposit pricing, capital planning, and balance sheet strategy. • Develop, maintain, and enhance financial models used for forecasting net interest income, balance sheet growth, liquidity, capital, and profitability. • Analyze fixed income securities portfolios and related metrics including yield, duration, convexity, market value, spread analysis, and interest rate risk exposures. • Assist in valuation and risk analysis of financial instruments, including securities, loans, deposits, and derivatives. • Support ALM and interest rate risk processes, including scenario analysis, stress testing, and assumption development. • Assist in the development and maintenance of funds transfer pricing methodologies and profitability measurement frameworks. • Perform loan and deposit pricing analyses to support product strategy, profitability, and competitive positioning. • Conduct peer benchmarking, market research, and industry analysis to identify trends and strategic opportunities. • Utilize quantitative techniques and statistical analysis to evaluate customer behaviors, deposit attrition, loan prepayments, and other balance sheet assumptions. • Prepare analyses, presentations, and reporting packages for senior management, ALCO, Board committees, and regulators. • Design and automate recurring reports, dashboards, and data processes using Excel, Power BI, Power Query, SQL, and other analytical tools. • Support implementation and maintenance of treasury, ALM, and financial reporting systems. • Collaborate with business partners across Finance, Risk, Lending, Deposits, and Technology to support strategic projects and process improvements. • Identify opportunities to improve data quality, reporting efficiency, and analytical capabilities through automation and business intelligence solutions. • Participate in special projects related to balance sheet optimization, profitability enhancement, liquidity management, capital planning, merger analysis, and regulatory initiatives.