Treasury Associate

Responsible for developing and preparing financial reports that analyze the bank's balance sheet, profitability and interest rate risk. Participates in the asset and liability management process to ensure integrity of the bank's interest rate risk (IRR) model. Assists in the operation of the IRR model.

Performs all duties and interacts with internal and external customers in a manner that is expressly aligned with the Company's Core Values of approaching all actions with a “Voyaging Spirit” and being “Positively Ohana”. Exhibits core competencies that result in consistent delivery of positive Customer Interactions, Empowerment and Ownership and demonstrates key professional and performance skills such as Active Listening, effective Oral and Written Communication, Action and Solution Oriented and Thoroughness.

Asset & Liability Modeling & ALM Process Participates in the asset and liability management (ALM) process to ensure integrity of the bank’s interest rate risk model. Understanding of model setup, critical assumptions and calculations within the ALM model. Preparation of data files and reporting of results in support of the ALM process. Supports the interest rate risk model through updates and documentation of the critical model assumptions. Performs back tests of the model assumptions to ensure appropriateness.

Participates in the asset and liability management (ALM) process to ensure integrity of the bank’s interest rate risk model.

Understanding of model setup, critical assumptions and calculations within the ALM model.

Preparation of data files and reporting of results in support of the ALM process.

Supports the interest rate risk model through updates and documentation of the critical model assumptions.

Performs back tests of the model assumptions to ensure appropriateness.

Asset & Liability Committee (ALCO) process Assists the senior staff with preparing and communicating all reports to ALCO. Assist in interest rate risk and stress test reporting to the ALCO, which includes: yield curve twists, basis risk, assumption stress, and capital stress testing.