Asset Liability Management Senior Analyst

Truist Financial
Charlotte
Workplace: OnsiteFull timeFunction: Solutions Engineering & Sales EngineeringExperience: 3+ yearsEducation: bachelorsSkills: ["Independent work","Teamwork","Analytical skills","Attention to detail","Accuracy"]

Support modeling of the balance sheet with strong understanding of investments, loan and deposit products, long-term debt, and derivatives. Forecast net interest income and analyze Truist’s sensitivity, including duration gap and market value analytics. Perform stress testing and risk exposure analysis across interest rate scenarios, monitor key portfolios, and contribute to CCAR modeling, reporting, reconciliation, and improvements to modeling assumptions in QRM.

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Truist Financial
Truist Financial
4 days ago

Asset Liability Management Senior Analyst

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Source: Company careers pageValidated by: Fursa AI
Last checked: 2 days agoStatus: Live

Job Summary

Support modeling of the balance sheet with strong understanding of investments, loan and deposit products, long-term debt, and derivatives. Forecast net interest income and analyze Truist’s sensitivity, including duration gap and market value analytics. Perform stress testing and risk exposure analysis across interest rate scenarios, monitor key portfolios, and contribute to CCAR modeling, reporting, reconciliation, and improvements to modeling assumptions in QRM.
Location: Charlotte
Workplace: Onsite
Employment Type: Full time
Job Function: Solutions Engineering & Sales Engineering
Seniority: Mid level

Key Responsibilities

  • •Understand how products are modeled in QRM and improve modeling by adding new products or techniques as needed.
  • •Analyze risk exposures across interest rate and stress testing environments.
  • •Monitor and track investment, loan, deposit, and long-term debt portfolios, including understanding product attributes.
  • •Contribute to analyses of key assumption sensitivities and perform analytical reviews of interest rate risk measures and drivers.
  • •Produce reports on balance and income forecast sensitivity and interest rate risk metrics, and assist with CCAR modeling and testing as needed.

Pay and Benefits

Perks:Health InsuranceDentalVisionLife InsuranceDisability Insurance401kPaid LeavePaid HolidaysPensionEquity

Key Requirements

  • •3+ years of experience in finance, accounting, analytics, and reporting, or a BS/BA degree or higher in finance, accounting, statistics, economics, or business.
  • •2+ years of experience in Asset Liability Management or experience at a large financial institution.
  • •Ability to work effectively and independently in a team environment.
  • •Ability to contribute to modeling assumptions and analytical reviews related to interest rate risk measures and drivers.
  • •Experience supporting forecasting of net interest income and understanding sensitivity profile/duration gap analysis.
Experience:3+ yearsFinancial services
Education:Bachelor's
Skills:Independent workTeamworkAnalytical skillsAttention to detailAccuracy
Certifications:MBAChartered Financial Analyst (CFA)Certified Public Accountant (CPA)
Languages:English
Tech Stack:QRMVBVisual BasicMicrosoft OfficeExcelOutlookPowerPointWordHyperion Essbase

Company Brief

Truist Financial
Provides consumer and commercial banking, wealth management, insurance, lending, and payments services through a large U.S. financial services platform formed by the merger of BB&T and SunTrust.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Charlotte, United States
Founded: 2019
WebsiteLinkedIn