The core parts of your role would be to:
Measurement, Analysis, and Reporting of Interest Rate Risk, Profitability, Liquidity, and Capital metrics – 70% Execute higher value/more complex client balance sheet simulations to generate results for interest rate risk position, profitability/liquidity, and capital projections. Back-test model results identify gaps and areas to improve assumption accuracy. Consult with clients to collect, adjust, or enhance modeling assumptions. Develop and input key assumptions into simulation model. Ensure accuracy and integrity of all data inputs and assumptions used to assess interest rate risk (IRR) exposures. Modify any input/output processes to accommodate new products or attributes for client models. Manage IRR modeling process to accommodate changes to behavioral assumptions and any new products or features being introduced. Tweak model setting and d...