Manage the Treasury and Mortgage Risk for the bank. Assess risk of asset and liability management, investment portfolio, funding and liquidity and mortgage pipeline. Use Excel, including the use of formulas, finance functions and macros. Use programming tools including C++, Matlab, and SAS. Work with pricing and risk engines like Openlink, SQM, Wallstreet Systems, Numerix, Adaptiv and Bloomberg.
Master’s degree in Finance, Accounting, Risk Management, or related field of study. Requires at least 2 years of experience with financial analysis including risk assessment. Some coursework or experience with pricing and risk engines. Programming tools including R, Python and SAS.
