Citizens Financial Group
Asset & Liability Sr. Analyst
The ALM Team is responsible for producing monthly interest rate risk and quarterly capital stress testing analytics, and providing senior management, as well as the Board, key insights into the bank's risk position to a range of economic and interest rate risk scenarios. These analytics support the bank's hedging of interest rate risk and decisioning around target capital operating levels.
As the Asset & Liability Sr. Analyst, you will be given the opportunity to develop your Treasury experience and take responsibility for the end-to-end forecasting process of a sub-set of the CFG balance sheet across multiple economic and interest rate scenarios. The successful candidate will be given the opportunity to develop a deep understanding of behavioral modeling, balance sheet forecasting, financial reporting, and interest rate risk management.
Primary Responsibilities
Work cross-functionally to generate forecasting assumptions for assigned portfolio(s)
Be the subject matter expert of the assigned portfolio(s) within Treasury ALM
Bring together an understanding of financial mathematics, banking products, and QRM capabilities to identify and recommend best-in‑class forecasting approaches
Perform attribution analysis of portfolio impacts on balance sheet risk metrics
Execute assumption sensitivity and back‑testing to identify the main drivers of changes in metrics
Regularly review portfolio assumptions and processes to identify areas of improvement
Enhance and / or develop reporting tools used to communicate risk drivers to senior management
Complete ad‑hoc analyses to improve balance sheet modeling risk analytics
Qualifications Required Qualifications
Education: Bachelors degree with preference for business, finance, computer science, math, or statistical majors
An interest in learning new software packages with an eye toward building analytical efficiency
Ability to coordinate tasks and effectively manage time to meet deliverables
Good written and oral communication skills
Quick learner, comfortable with the concepts of financial mathematics
Self‑starter
Intellectual curiosity and creative problem‑solving skills.
Pride in quality of work
General knowledge of bank financials and market dynamics
Preferred Qualifications
Moderate to advanced Excel skills
Moderate to advanced SQL skills
Exposure to Oracle / Essbase
Exposure to cash flow engines such as QRM, Empyrean, Bancware, etc.
Hours & Work Schedule Hours per Week: 40 Work Schedule: M-F Hybrid - 4 days in the office, 1 remote.
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As the Asset & Liability Sr. Analyst, you will be given the opportunity to develop your Treasury experience and take responsibility for the end-to-end forecasting process of a sub-set of the CFG balance sheet across multiple economic and interest rate scenarios. The successful candidate will be given the opportunity to develop a deep understanding of behavioral modeling, balance sheet forecasting, financial reporting, and interest rate risk management.
Primary Responsibilities
Work cross-functionally to generate forecasting assumptions for assigned portfolio(s)
Be the subject matter expert of the assigned portfolio(s) within Treasury ALM
Bring together an understanding of financial mathematics, banking products, and QRM capabilities to identify and recommend best-in‑class forecasting approaches
Perform attribution analysis of portfolio impacts on balance sheet risk metrics
Execute assumption sensitivity and back‑testing to identify the main drivers of changes in metrics
Regularly review portfolio assumptions and processes to identify areas of improvement
Enhance and / or develop reporting tools used to communicate risk drivers to senior management
Complete ad‑hoc analyses to improve balance sheet modeling risk analytics
Qualifications Required Qualifications
Education: Bachelors degree with preference for business, finance, computer science, math, or statistical majors
An interest in learning new software packages with an eye toward building analytical efficiency
Ability to coordinate tasks and effectively manage time to meet deliverables
Good written and oral communication skills
Quick learner, comfortable with the concepts of financial mathematics
Self‑starter
Intellectual curiosity and creative problem‑solving skills.
Pride in quality of work
General knowledge of bank financials and market dynamics
Preferred Qualifications
Moderate to advanced Excel skills
Moderate to advanced SQL skills
Exposure to Oracle / Essbase
Exposure to cash flow engines such as QRM, Empyrean, Bancware, etc.
Hours & Work Schedule Hours per Week: 40 Work Schedule: M-F Hybrid - 4 days in the office, 1 remote.
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