Asset Liability Management Senior Analyst

Job Title

This senior level position supports the modeling of the Truist balance sheet with minimal supervision. The analyst will have extensive knowledge of Investments, loan products, deposits, long term debt products, and derivatives. The analysts will have experience forecasting net interest income and an understanding of the Company's sensitivity profile, duration gap analysis and other market value analytics.

Responsibilities

• Understanding how products are modeled in QRM in order to make improvements and add new products or techniques as necessary.
• Analyzing risk exposures for products in different interest rate and stress testing environments.
• Support monitoring and tracking of Investment and loan portfolios, deposit portfolios and long term debt overall as well as focus on understanding the specific attributes of these products.
• Contribute towards analysis of key assumption sensitivities relevant to these products.
• Perform analytical review of the products and understand key measures / drivers of interest rate risk.
• Collaborate with internal resources and business partners to identify and implement improvements to existing data and analyses as well as support reconciliation efforts.
• Producing reports to summarize balance and income forecast sensitivity profile and interest rate risk metrics.
• Working with business units to create, support and document modeling assumptions.
• Assist with CCAR modeling and testing as needed.
• Work in SQL / Python / VBA and other querying language

Minimum Requirements

Preferred Qualifications

Benefits

All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position. Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates. Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays. For more details on Truist's generous benefit plans, please visit our Benefits site.