Interest Rate Risk Production Manager

November 19

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KeyBank

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Retail Banking • Commercial Banking • Equipment Leasing • Finance • Investments

10,000+ employees

Founded 1994

🏦 Banking

💸 Finance

💳 Fintech

Description

• Manage interest rate risk by measuring exposure and suggesting hedging strategies. • Create concise and clear presentation materials, simplifying complex topics and visualizing data. • Assist with setting direction and priorities for the team, meeting production responsibilities while seeking out opportunities for continuous improvement and ad hoc analysis. • Use the QRM Framework to model the balance sheet to support interest rate risk, funding, liquidity, and capital analysis. • Facilitate modeling and analysis for quarterly/semi-annual/annual stress tests within the net interest income framework. • Aggregate and test key model assumptions, including interest rate scenarios, prepayment assumptions and new business volume pricing. • Assist data focused members of IRR Team in validating new data sources, and versions of the QRM Framework. • Work with internal oversight groups including Model Risk and Corporate Treasury Oversight. • Participate in the Treasury Strategy Committee. • Maintain an awareness of current market and economic conditions. • Provide insights for process efficiencies, functional realignments and overall continuous improvement. • Participate in strategy discussions around hedging and investing as part of overall balance sheet management. • Improve standard reports and presentation materials for clarity and incorporating additional visual elements.

Requirements

• Prior management experience • Five or more years of diverse finance experience, preferably with exposure to banking • Bachelor’s Degree is required • Excellent communication and internal partnering skills • Familiarity with ALM cash flow modeling software such as the QRM Framework is a plus, but not required.

Benefits

• Short-term incentive compensation • Deferred incentive compensation