Middle Office Interest Rate Risk Reporting, Associate

As an Analyst within CTMO's Structural Interest Rate Risk team, you will play a pivotal role in managing the organization's interest rate risk books of work. Your responsibilities will include performing daily analysis and executing controls related to the Firm's Global FTP/LP (Liquidity Premium) and SIRR, utilizing tools such as Microsoft Office, Tableau, and SQL. You will report on various Interest Rate Risk Metrics, including BPV/DV01, EVE, and EAR, and engage with global stakeholders across all Lines of Business and technology teams to resolve data quality issues, reconciliation breaks, and make reference data changes. Additionally, you will be involved in project management tasks to ensure accurate month-end and quarter-end reporting of FTP/LP. Your role will require designing and building simple and efficient solutions using the Firm's IA toolset, including Tableau and Alteryx, to automate manual tasks and enhance existing controls and processes. Training will be provided, so prior experience with these tools is not necessary. You will wear many hats during the daily, weekly, and monthly SIRR and FTP processes, acting as a project manager, business analyst, and solution developer.

The Analyst will be part of a small team responsible for managing CTMO’s Structural Interest Rate Risk books of work. The analyst will be expected to work as part of a team to:

• Perform daily analysis and execution of controls related to the Firm’s Global FTP/LP (Liquidity Premium) and SIRR utilizing Microsoft Office, Tableau and SQL

• Report on various Interest Rate Risk Metrics (BPV/DV01, EVE and EAR)

• Engage with global stakeholders across all Lines of Business and technology teams in order to resolve data quality issues, reconciliation breaks, make reference data changes and project management related work to ensure that FTP/LP are accurately captured for month-end and quarter-end reporting.

• Design and build simple and efficient solutions utilizing the Firm’s full IA toolset including Tableau and Alteryx in order to automate manual tasks and enhance existing controls/processes. Training will be provided on all tools so prior experience is not required.

• Wear many hats during the daily/weekly/monthly SIRR and FTP processes including project manager, business analyst and solution developer. This will also include working with the business users to understand their processes to ensure the solution meets the strategic needs of the business overall. The chosen candidate will have an opportunity to:

• Become an expert in data management and analysis while improving their technical and communication skills with analytical and intelligent automation tools utilized in the industry.

• Improve their understanding of asset and liability management principles for a large financial institution with a balance sheet in excess of $3.5 trillion.

• Develop a good understanding of the key risk measures used by a financial institution to manage interest rate risk and liquidity exposure.

• Stay connected to changes in the industry and the regulatory landscape as they apply to liquidity and interest rate risk.

Required qualifications, capabilities and skills:

• Desire to work in Finance or a data driven field long term with some prior work experience in either.

• Previous experience managing projects, automating processes, and/or building data visualizations is preferred.

• Strong technical skills with a good proficiency in Excel and Tableau

• Strong analytical and quantitative skills, critical thinking, investigative problem-solving and decision making talents.

• Ability to work under pressure, prioritize, multitask, and bring tasks to complete closure.

• Organized and able to execute responsibilities with minimal supervision.

• Strong written and verbal communication skills with ability to prepare executive level presentations.

• Ability to work across teams and drive initiatives forward.

Preferred qualifications, capabilities and skills:

• Previous experience managing projects, automating processes, and/or building data visualizations is preferred.