Analyst - Asset/Liability

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Job description

ANALYST - ASSET/LIABILITY WHAT IS THE OPPORTUNITY? The Asset Liability Analyst is responsible for providing NII projections for the Comprehensive Capital Analysis and Review (CCAR), Bank only capital stress test, enterprise-wide capital stress test, five-year strategic forecast, monthly reforecasts and annual budgets
Responsibilities also include development and maintaining modeling assumptions, model documentations and other governing documents, liaisons with the second and third line of defense in relationship to NII forecast in dynamic simulation
The analysis shared responsibilities with the team for Funds Transfer Pricing data quality reviews and standard QRM model
What you will do With a high level of independence, produce NII forecasts in QRM model for CCAR, monthly reforecasts, annual budgets, and other dynamic modeling scenarios
Summarize the results of reforecasts, perform variance analysis, provide accurate and concise information to senior management for decision making
Develop, support, maintain, and document model methodologies and procedures for all QRM dynamic models
Liaise with 2nd and 3rd LOD for questions related to model governance for all QRM dynamic models
Supports Treasury team during regulatory reviews and ongoing regulatory monitoring for matters related to CCAR, capital stress tests, and other dynamic modeling
Communicate independently with other Finance teams and various teams across the Bank and RBC for capital stress tests and reforecast processes
Coordinate calendar for Treasury deliverables with other teams
Support monthly operational process of FTP determination
Support Treasury reporting related to ALCO
Serve as a back-up person for monthly Treasury reporting
Conduct various research and analysis as required to support Treasury operations, as related to interest rate risk and balance sheet management, budget and forecast
Must-Have Bachelor's Degree or equivalent Minimum 3 years of financial analysis experience Minimum 2 years advanced Microsoft Excel experience Skills and Knowledge Understanding of Treasury operations, Interest Rate Risk management, ALM practice, and FTP is desired
MBA or advanced degree in a related field preferred Excellent interpersonal, verbal and written communication skills to effectively communicate with all levels of bank colleagues and clients
Ability to organize analyzed data into simple, complete and concise presentation formats
Envision the global issue, separate symptoms from causes, research thoroughly; weigh cost/benefits and derive sound conclusions
Excellent project management skills including the ability to prioritize tasks and handle multiple projects at the same time while working under tight deadlines
Ability to resolve routine questions and problems and refers more complex issues to higher levels
Ability to develop/improve processes for data management and various analysis
Ability to follow standards and procedures to accomplish assigned tasks
MS Office (Outlook, Word, Excel, PowerPoint and Access)
Experience with financial planning and budgeting is desired
Experience with ALM models is desired: QRM, Bancware, etc
Experience with CCAR and capital stress test is desired
Experience with data management tools such as Alteryx and Snowflake is desired
Compensation Starting base salary: $87,027 - $138,965 per year
Exact compensation may vary based on skills, experience, and location
This job is eligible for bonus and/or commissions
To be considered for this position you must meet at least these basic qualifications The preceding job description has been designed to indicate the general nature and level of work performed by employees within this classification
It is not designed to contain or be interpreted as a comprehensive inventory of all duties, responsibilities, and qualifications required of employees assigned to this job
Benefits and Perks At City National, we strive to be the best at whatever we do, including the benefits and perks we offer our colleagues
Get an inside look at our Benefits and Perks
INCLUSION AND EQUAL OPPORTUNITY EMPLOYMENT City National Bank is an equal opportunity employer committed to diversity and inclusion
All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status or any other basis protected by law.' ABOUT CITY NATIONAL We start with a basic premise: Business is personal
Since day one we've always gone further than the competition to help our clients, colleagues and community flourish
City National Bank was founded in 1954 by entrepreneurs for entrepreneurs and that legacy of integrity, community and unparalleled client relationships continues to drive phenomenal growth today
City National is a subsidiary of Royal Bank of Canada, one of North America's leading diversified financial services companies.

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