We are currently seeking motivated and passionate talent responsible for identifying and managing Treasury ALM interest rate risk exposure at the balance sheet level. Designing and implementing IRR strategy as well as ad hoc analysis for ALCO.
Essential Job Functions
· Develop and implement strategies designed to improve BoW’s Interest Rate Risk position and balance sheet risk/return profile.
· Support specific strategic initiatives and projects that promote the implementation of Bow’s long-term strategy.
· Manage standard and complex modeling projects to research ALM related risk.
· Providing quantitative support to other Treasury ALM teams
· Develop and improve risk metrics at both IRRBB level and total bank level.
· Implement process improvements, consistency, governance, controls and oversight.
· Provide IRR risk topics to ALM IRR Committee.
· A desire to work in a fast pace environment with a dedicated commitment to excellence.
· A minimum of 3 years working experience related to risk management, Treasury activities with Interest Rate Risk metrics such as NII, EVE, and Interest Rate Gap.
· A minimum of 1 year experience of QRM;
· Working knowledge of quantitative investment/derivative strategies and risk management.
· Strong data compilation, programming skills and qualitative analysis skills.
· An ability to work as a team player, accept substantial individual responsibility and proactively create value for the team.
· Master's Degree in Business Administration, Finance or Financial Engineering (or other quantitative discipline combined with commensurate experience.)
· Able to meet deadlines.
· At least 3 years of experience with fixed income analytics, capital markets, engineering, modeling, planning and forecasting.
· Experience with QRM and other ALM Analytics system a strong plus.
· Excellent communication and presentation skills.
· Knowledge of Bank of the West balance sheet dynamics is desirable.
· Experience modeling fixed income products is desirable.
· Ability to analyze large datasets with SAS or SQL.
Equal Employment Opportunity Policy
Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran.
Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.