Director of Treasury

Job Description

How Will Your Role Impact First Command?

The Director of Treasury will be heavily involved in the Bank's Interest Rate Risk, Liquidity, and Investment reporting and analysis. This position will measure, monitor, and model the Bank's Net Interest Income (NII) and Economic Value of Equity ("EVE") positions, prepare reports for the Asset-Liability Committee (ALCO), the Deposit Pricing Committee, and the Board of Directors.

What Will You Be Doing?

• Develop an understanding of the mechanics of NII/EVE at Risk models and be able to run them competently.

• Review user reporting for reasonableness, alerting management to anomalous results and providing appropriate analysis.

• Analyze model inputs and outputs for accuracy.

• Support the governance process by preparing, commenting on, or reviewing various reports and communications for the Asset-Liability Committee (ALCO), Board, regulators, and other internal and external constituents.

• Maintain and update the ALM model parameters, organizational chart of accounts, model yield curves, and rates for all rate scenarios.

• Prepare deposit reports on concentrations, balance/rate trends, product mix, and maturity schedules.

• Prepare reports on investment performance and mix.

• Prepare reports on loan trend / yield analysis.

• Develop a Funds Transfer Pricing (FTP) framework.

• Develop, enhance, and periodically review methodologies and models for internal liquidity stress tests and liquidity cash-flow forecasting.

• Assess the liquidity impacts related to new businesses and products.

• Actively participate in discussions on Model Risk Management and prepare/maintain documentation on Bank Finance models.

• Interact with vendors, regulators, internal validators and auditors, and internal users.

• Review policies and procedures and create new policies and procedures when applicable.

• Support statistical analyses projects (deposit study, asset prepayment behaviors, cash flow volatility, etc.) in support of the asset/liability management and liquidity management process.

• Conduct peer analysis.

• Support ALCO and the Deposit Pricing Committee as needed.

• Perform research and provide financial analysis to management and other users of financial information.

• Relies on instructions and pre-established guidelines to perform the functions of the job.

• Works under immediate supervision.

• Must display sound judgment in handling confidential and sensitive information.

• Work on special projects as assigned.

What Skills/Qualifications Do You Need?

Education

• Bachelor's degree in finance of accounting

Work Experience

• 7+ years of Corporate Treasury experience in the banking industry

Certifications

• CFA preferred

Required Knowledge, Skills and Abilities

• Strong in Microsoft Excel

• Strong technical skills

• Strong communication skills

• Ability to work independently and on a team

#LI-NC1