Treasury Risk Analyst

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POST DATE 9/13/2016
END DATE 11/13/2016

Commerce Bank St. Louis, MO

St. Louis, MO
AJE Ref #
Job Classification
Full Time
Job Type
Company Ref #


20024 Treasury Risk Analyst (Open)

Job Category:

Grade 09 ----------------------------------------------------------------------

Location: 8000 Forsyth, St. Louis, Missouri 63105 ----------------------------------------------------------------------

Job Expectations:

How would you like to work for a great company that offers career growth and values your skills and experience? For over 150 years, Commerce Bank has built a strong reputation as a Super Community bank and is recognized as an industry leader. In today's growing and competitive financial services industry, we look for creative and innovative solutions to meet the needs of our customers. To achieve our results, we recruit the best and brightest employees who ask, listen and solve to meet our customers' needs!

Commerce Bank is seeking a motivated individual for a Treasury Risk Analyst opportunity.

The incumbent will be a member of the Treasury Department. This position is primarily responsible for assisting in the management and production of materials related to liquidity and capital. This position will be heavily involved with DFAST (stress testing) and work closely with the Manager of Risk Modeling on statistical models.

This position is focused on liquidity management and the production of liquidity stress tests as well as the production of information for ALCO each month concerning liquidity. This position is also focused on capital and capital stress testing. A strong understanding of the Bank's balance sheet and income statement as well as regulatory capital is required. Assisting in the development and documentation of statistical models to be utilized in the processes noted above is required as well as the ability to use databases to manage large amounts of bank and economic data.

As a Treasury Risk Analyst, you will:

*\tHelp with the production of accurate ALCO materials monthly

*\tHelp maintain regulatory compliance concerning Capital Stress Testing and Liquidity Management

*\tMaintain and help improve Liquidity stress models including documentation

*\tHelp critically evaluate alternative approaches for developing models to be used by Treasury for managing interest rate, liquidity, and credit risk.

*\tManage and administer large and complex data sets using statistical tools and database technologies

*\tDevelop macro-economic scenarios for capital stress testing and translate them into a full set of variables within an econometric model,

*\tPerform back-testing, sensitivity testing, and stress testing of models used to model risk

*\tWork with the Bank's ALM software, QRM

*\tUnderstand other Treasury functions and work closely with Treasury personnel

Work Hours: Monday-Friday 8am-5pm.


* BS or Masters concentrating in math, statistics, finance, or economics

Preferred applicants will have:

* 5+ years bank experience - Treasury or Finance preferred

* General understanding of credit risk, interest rate risk, and liquidity risk and approaches to quantifying and modeling these risks.

* Strong database knowledge

*\tStrong understanding of banks and capital markets

*\tStrong analytical skills

*\tDemonstrated experience in statistical modeling

*\tAbility to communicate complex ideas clearly

*\tWork closely with Treasury personnel.

*\tWorking knowledge of Access, SAS, Matlab, preferred

*\tKnowledge of QRM or ALM software preferred

Time Type:

Full time