• Senior Analyst, Asset Liability Management

    ID
    2018-5602
    Job Locations
    US-CA-San Francisco
    Category
    Accounting/Finance
  • Overview

    First Republic is an ultra-high-touch bank that provides extraordinary client service. We believe that one-on-one interactions build lasting relationships. We move quickly to serve our clients’ needs so that their financial transactions are handled with ease and efficiency. Client trust and security are paramount in our line of business. Ultimately, our goal is unsurpassed client satisfaction which will lead to personal referrals – our number one source of new business.

     

    We recognize that our competitive advantage starts with our people and our culture. At First Republic, we work hard and move quickly as a very coordinated team. If you are looking for an opportunity to grow and contribute in a fun, fast-paced environment, First Republic is the place for you. We have exceptional people focused on providing extraordinary service.

     

    The position will be involved in multiple high visibility Finance projects, as well as recurring Asset Liability Management analyses and reporting used by federal regulators, the investment community, and senior management.

     

    Responsibilities

    Key focus areas:

    1. Assist in meeting monthly and quarterly Asset Liability Management risk assessment and reporting requirements by utilizing: Net Interest Income simulations, Economic Value of Equity, and other relevant analyses;
    2. Play an integral hands-on role in the implementation, configuration, testing, and ongoing maintenance of an Asset Liability Management risk platform;
    3. Develop and maintain various financial or forecasting/planning models used to project the operating results and risk exposure of the Bank under various macroeconomic and credit environments;
    4. Support various groups within Finance and the Bank with relevant analyses of the impact of business decisions on the bank's interest rate risk exposure, profitability and performance, capital ratios, regulatory requirements, and others
    5. Assist in the annual Dodd-Frank Act Stress Test analyses and submissions.

     

    Strong attention to detail and the ability to handle multiple projects are of critical importance.

     

    A quick learner with strong analytical aptitude, experience modeling complex financial instruments, and hands-on experience in Asset Liability Management (ALM) would fit well into this position. The ideal candidate would also have the ability to understand quantitative models, test and interpret their impact on ALM results, and be able to present complex and technical information clearly.

     

    Proactive and positive attitude is a necessary trait for success in this role.

     

    A successful candidate would also need excellent written and oral presentation and communication skills, as well as the ability to create clear, concise, and accurate presentations.

    Qualifications

    Skills, Knowledge, and Abilities:

    • 3-5 years of Asset Liability Management experience
    • Undergraduate degree in Finance, Economics, or similar field
    • 3-5 years of hands-on experience with QRM, ALM5/6, or Empyrean
    • Practical skills with SQL and VBA
    • Experience with ADCO, Black Knight AFT, or similar models
    • Advanced understanding of valuation concepts (EVE)
    • Advanced skills in Microsoft Excel
    • Strong attention to detail

    Preference will be given to candidates with:

    • 5+ years of relevant experience
    • Advanced degrees and/or professional certifications

    Limited travel and flexibility with working hours during peak times is to be expected.

     

    Physical Requirements:

    • Vision must be sufficient to read data reports, manuals and computer screens.
    • Hearing must be sufficient to understand a conversation at a normal volume, including telephone calls and in person.
    • Speech must be coherent to clearly convey or exchange information, including the giving and receiving of assignments and/or directions.
    • Position involves sitting most of the time, but may involve walking or standing for brief periods of time.
    • Must be able to travel in a limited capacity.

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