Massachusetts Veterans Jobs

Description

Citizens Financial Group, Inc. (CFG) seeks an Asset and Liability Manager for its Boston, MA location.

Duties: Performs attribution and decomposition of portfolio impacts on CFG’s Interest Rate Risk position. Establishes and maintains working relationships with Line of Business (LOB) partners to discuss monthly changes in pricing, volume, and prepayment assumptions. Enhances and develops reporting tools used to communicate Interest Rate Risk drivers to upper management. Utilizes the ALM balance sheet model of Quantitative Risk Management (QRM) to run monthly yield curve, EVE, and NII for assigned portfolios. Facilitates build out of new banking products and improved modeling approaches within QRM. Assists in audits, governance support, and internal risk management reviews. Executes assumption sensitivity and back-testing to identify the main drivers of changes in metrics. Responsible for the Investment Portfolio Amortization and Accretion forecasts.

Requirements: Bachelors degree in Business, Finance, or a related field, followed by five (5) years of progressive experience in the role or in a related position. Employer will also accept an MBA and three (3) years of experience in the role or in a related position. Full term of experience must include: Implementation and on-going management of balance sheet management software, including monthly and quarterly production, model calibration, validation, and documentation; Conducting statistical analysis of decomposition of portfolio impacts on Interest Rate Risk positions; Identifying and retrieving data from database system, including SQL Management Studio; Utilizing GL multidimensional database system to assist with the FP&A process; Providing monthly market forecast curves; Building reports and automating files using advanced Excel and VBA macros; Utilizing investment portfolio management skills, including cash flow trend analysis, pricing, volume, and prepayment assumptions; Utilizing derivative management skills, including the Interest Rate Swap Program; Utilizing Bloomberg Terminal to retrieve data for financial projects; and Develop and maintain stress testing models using ALM software.

Must possess Chartered Financial Analyst (CFA) certificate.

May telecommute from any U.S. location.

Direct applicants only.

Some job boards have started using jobseeker-reported data to estimate salary ranges for roles. If you apply and qualify for this role, a recruiter will discuss accurate pay guidance.

Equal Employment Opportunity

At Citizens we value diversity, equity and inclusion, and treat everyone with respect and professionalism. Employment decisions are based solely on experience, performance, and ability. Citizens, its parent, subsidiaries, and related companies (Citizens) provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to age, ancestry, color, citizenship, physical or mental disability, perceived disability or history or record of a disability, ethnicity, gender, gender identity or expression (including transgender individuals who are transitioning, have transitioned, or are perceived to be transitioning to the gender with which they identify), genetic information, genetic characteristic, marital or domestic partner status, victim of domestic violence, family status/parenthood, medical condition, military or veteran status, national origin, pregnancy/childbirth/lactation, colleague’s or a dependent’s reproductive health decision making, race, religion, sex, sexual orientation, or any other category protected by federal, state and/or local laws.

Equal Employment and Opportunity Employer

Citizens is a brand name of Citizens Bank, N.A. and each of its respective affiliates.

Why Work for Us

At Citizens, you'll find a customer-centric culture built around helping our customers and giving back to our local communities. When you join our team, you are part of a supportive and collaborative workforce, with access to training and tools to accelerate your potential and maximize your career growth

Background Check

Any offer of employment is conditioned upon the candidate successfully passing a background check, which may include initial credit, motor vehicle record, public record, prior employment verification, and criminal background checks. Results of the background check are individually reviewed based upon legal requirements imposed by our regulators and with consideration of the nature and gravity of the background history and the job offered. Any offer of employment will include further information.

09/18/2024