Office Status: Hybrid
Salary: $70,000 – $100,000
Responsibilities:
Monitoring investment portfolio: prepare investment portfolio, amortization/accreditation, investment accounting, OTTI, monitor for exceptional Bonds.
Interest rate risk management: manage Bank’s ALM system (Copass), prepare reports related to IRR, including decay ration, pricing assumption, GAP study, and rate shock test
Management Reporting/Parent Bank Reporting: prepare and present monthly Treasury & Risk Management Report to the Board of Directors, prepare for Treasure and ALM-related Parent Bank/Regulatory reports.
ALCO package: prepare ALCO package for interest rate risk area and forecast future cashflow for liquidity risk measurement.
Prepare documents for audit and examination.
Prepare monthly reconciliation of COA owned by Treasury Team
Follow up on any assignments as requested by other departments and upper management.