ALM Quantitative Analyst (Charlotte, NC)

By | September 18, 2023

Lewis James Professional

                                                                                                                                  Corporate Treasury Data Analyst
Lewis James Professional is a woman-owned staff augmentation, project consulting and direct hire search and placement firm. We are currently seeking a Corporate Treasury Data Analyst for a direct hire opportunity with a financial services client.

Responsibilities:

  • Execute monthly deliverables for ALM data ETL processes for all of the bank’s Assets and Liabilities in SAS and SQL.
  • Transform and map data into the Empyrean format for use in FTP and ALM modeling.
  • Produce the FTP daily rates and the daily balance sheet.
  • Develop an understanding of the key principals of ALM and Funds Transfer Pricing and impact of data attributes on modeling outputs.
  • Analyze data to prepare summaries related to key outcomes (e.g., metrics, trend analysis, supporting commentary, etc.).
  • Support the build out of the Empyrean Deposit Analytics tool to enhance modeling of non-maturity deposits.
  • Ensure data lineage and related standard operating procedures are accurately depicted and documentation is maintained and updated.

Qualifications:

  • 1-4 years of proven Asset/Liability Management (ALM) experience OR mathematical modeling experience in banking w/SAS & SQL experience.
  • BS degree in Finance, Economics, Business, Engineering, or related fields.
  • MBA or MA in related fields preferable.
  • Knowledge of key asset liability management principles.
  • Experience within ALM systems such as Empyrean, QRM, Bancware, or related software highly preferred.
  • Acquainted with data integrity management efforts in Corporate Finance/Treasury or other lines of businesses.
  • Experience and/or training with Power Query, SAS, SQL Server Management Studio, or other SQL coding. Power BI and/or Excel VBA experience, Python and Cognos would be a plus.
  • Experience with Treasury models (ALM, FTP, Deposit Analytics and/or Liquidity Stress Test).

For immediate consideration, please click “Apply” and use Job Code BHJOB11837_4002. You may also send a copy of your resume to: resumes@lewisjamesprofessional.com and enter only the following job code in the subject line: BHJOB11837_4002. Lewis James Professional is an Equal Opportunity Employer. M/F/D/V