• Asset/Liability Analyst I

    Location US-MS-Jackson
    Posted Date 3 weeks ago(3 weeks ago)
    Job ID
    Treasury Administration
    Regular Full-Time
    Job Grade
    FLSA Status
    Working Hours
    8:00-5:00 M-F
    Job Location: Company
    Treasury Administration - 0038
  • Overview

    The purpose of this job is to utilize the IPS-Sendero Asset/Liability Management (ALM) simulation model to measure and communicate within the Treasury Department, information regarding the bank’s level of interest rate risk (IRR), and to provide analytical support in the financial management and reporting of the bank’s balance sheet and income statement.


    • Assist the A/L Manager in building and maintaining simulation models used to create Net Interest Income (NII) and evaluate Earnings at Risk, Market Value of Equity and Interest Rate Gap.
    • Generate accurate, timely and comprehensible interest rate risk management reports in the form of gap, market valuation and income sensitivity reports for ALCO, executive management, Board of Directors and regulatory authorities.
    • Evaluate and document reasonableness of assumptions in the interest rate risk model and validate results.
    • Retain documentation of the IRR model simulation results, assumptions and other supporting document and compliance material required for the various Treasury functions and activities for external and internal auditors.
    • Continually train to provide back-up support for various Treasury job functions.


    • General working knowledge of statistics
    • General understanding, education or experience in some or all of the following areas:
    • Investment and capital market instruments
    • Financial theory and analysis
    • Quantitative and statistical techniques
    • Banking products and theory
    • Mathematical, analytical and modeling skills
    • Desire to learn new computer based analytical applications
    • Ability to produce accurate IRR management reports
    • Proficient Excel, PowerPoint and Word skills
    • Strong verbal and written communication skills
    • SQL and SAS experience preferred
    • Bachelor’s degree with concentration Finance, Accounting, Economics, Statistics or other quantitative discipline


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