Treasury Manager, Interest Rate Risk and Quantitative Risk Management (QRM) Framework

$120,000 - $150,000/Yr

KeyBank - Cleveland, OH

Full-time - Senior

Cleveland, OH

Credit Intermediation and Related Activities

About the position

The Treasury Manager for Interest Rate Risk and Quantitative Risk Management (QRM) at KeyBank is responsible for overseeing the measurement, management, and monitoring of interest rate risk within the banking book. This senior role involves leading a team to produce and analyze ALM and IRR metrics, develop insights for strategic decision-making, and enhance reporting quality. The position requires collaboration with various stakeholders, including senior executives, to ensure effective communication and governance of interest rate risk management.

Responsibilities

• Manage monthly production and reporting of ALM and IRR metrics to various committees and stakeholders.
• Leverage tools and analytics to assess and manage interest rate risk, including duration risk and yield curve analysis.
• Perform attribution analysis to drive insights on NII@Risk and EVS metrics.
• Recommend balance sheet positioning and hedging strategies based on interest rate risk exposure.
• Develop and execute quarterly scenario analysis to inform interest rate strategy and ALM management.
• Create high-quality presentation materials that simplify complex topics for stakeholders.
• Review and lead analysis for stress tests within the net interest income framework.
• Aggregate and test key model assumptions and validate new data sources.

Requirements

• 12-15 years of relevant Treasury, Financial Risk Management, and Finance experience in Banking or Financial Services.
• Knowledge of ALM cash flow modeling software QRM Framework.
• Excellent communication and internal partnering skills.
• Demonstrated knowledge of Banking book IRR management and ALM.
• Bachelor's Degree in STEM, Finance, Economics, or Accounting; Master's Degree preferred.

Nice-to-haves

• Thought leadership and influencing skills in Treasury balance sheet management.
• Practical experience in Corporate Treasury or Treasury Risk Management functions.
• Strong knowledge of Banking business models and prudential regulations.

Benefits

• Base salary range of $120,000 to $150,000 annually.
• Eligibility for short-term and deferred incentive compensation based on performance.
• Flexible work options, including mobile or home-based work environments.