Treasury Investment Portfolio and Assert Liability Management Analyst

Jericho, NY
Full Time

Job Description

Manage, model, and monitor the banks fixed income investment portfolio, Asset Liability Management and Liquidity. Prepares reports, documentation, analysis, and presentations relating to performance and strategy. Execute and document pre-trade analytics and assists in investment selection. Complete the quarterly Asset Liability Modeling process and provide support for liquidity management.

• Prepare pre-trade analysis of various fixed income investments leveraging Bloomberg
• Prepare various management reports around portfolio performance (income and risk exposure)
• Analyze complex data to develop insights to support sound investment decisions
• Manage Bond Accounting System and reconcile investment general ledger accounts to portfolio accounting software and process monthly principal and interest payments
• Manage Investment Portfolio and Yield models.
• Engage in macroeconomic and capital markets surveillance to inform business decisions
• Prepare, model, and process the bank’s Asset Liability Modeling on a quarterly basis
• Assess income and risk impacts of various investment strategies, including scenario analysis and stress tests
• Manage the daily liquidity of the bank, including but not limited to, the daily cash position, repos, and associated ratios.
• Ensures a well-managed investment management process.

• 2 - 3 years of experience within a bank or financial institution, required
• 2 - 3 years of experience in a quantitative discipline such as finance or statistical analysis, required
• Understanding of fixed income products and sectors, including mortgage-backed securities, commercial mortgage-backed securities, corporate bonds, and agency securities
• Knowledge and bond math and market risk concepts (duration, convexity, optionality etc.)
• Experience with Bloomberg Professional
• Advanced Proficiency in Microsoft Excel, Access, PowerPoint, and Outlook
• Understanding of data models
• Able to independently complete work and manage competing priorities
• Strong written communication and presentation skills

Additional Details

Experience: 2-5 years