Asset Liability Analyst - Liquidity
Asset Liability Analyst
San Ramon, CA
What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management.
The Treasury ALM department has an immediate opening available for an Asset Liability Analyst. Treasury ALM reports to the Bank's Asset Liability Committee (ALCO), which determines the desired interest rate risk and liquidity risk positions of the Bank and establishing the guidelines to achieve that position in given market environment. This position is part of the Production, Analysis, and Standards team, responsible for providing analytical monitoring and management of the Bank’s liquidity position.
Specifically, this role will be supporting the Bank’s Liquidity production processes, including support for metrics such as the Internal Liquidity Stress Test, monitoring positions to limits and early warning indicators, and generating liquidity scorecards. The successful candidate will be working closely with the liquidity team based in New York.
In this role you will:
1. Monitor spot/actuals liquidity positions and report positions to the Treasurer.
2. Produce reports including the Liquidity Gap and Internal Liquidity Stress Test.
3. Develop, manage, and automate data queries and reporting
4. Support liquidity monitoring in forecasting simulations and through gapping exercises
5. Coordinate the data information, system and business requirements, testing, and implementation of technology and modeling projects to ensure complete data are available and models functioning according as expected.
6. Validate data input, assumptions and results of liquidity simulations, balance sheet gap, and market value models to ensure modeling outputs are reasonable.
7. Compile data and prepare reports for ALCO, Reporting, Financial Planning & Analysis, Capital, and BNPP teams.
8. Provide specialized analytical support for Budget, Comprehensive Capital Analysis and Review (CCAR) and other scenarios as needed
9. Develop tools to automate and streamline processes while improving detail, accuracy, and timeliness of analytics
10. Act as liaison to financial, accounting, technology, and business units
11. Perform other duties as assigned
• Bachelor’s Degree in Business or Finance required
• Master’s/Advanced Degree in Business or Finance preferred
• 3 to 5 years of directly related experience in financial institution
• Knowledge of economics, financial accounting & analysis, and banking
• Quantitative knowledge and statistics
• Advanced spreadsheet skills, including pivot tools and chart design
• Expertise with reconciling and analyzing large data sets, including SQL scripting
• Experience with QRM or Bancware ALM systems preferred
• Knowledge of Microsoft SharePoint desirable
• Excellent communication skills, including an ability to clearly communicate complex financial concepts
• Highly motivated, responsible, organized, and curious individual with uncompromising ethics and integrity
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.