Treasury Risk Analyst II

The Treasury Risk Analyst II plays a critical role in supporting the investment portfolio liquidity management product pricing and overall balance sheet strategy for the Credit Union. This position is responsible for delivering timely reliable analysis and reporting that informs key decisions related to interest rate risk funding strategy and profitability. Working closely with treasury leadership the analyst evaluates the investment portfolio credit-sensitive exposures and counterparties and actively contributes to the Asset Liability Management (ALM) process to strengthen the organizations liquidity framework.

Through in-depth analysis modeling and visualization the Investment Analyst translates complex financial data into actionable insights used in pricing decisions strategic planning and risk management discussions at the ALCO level. This role collaborates with internal partners and external vendors to apply industry best practices and drive sound balance sheet outcomes offering meaningful visibility professional growth and direct influence on the Credit Unions financial strategy.

Mortgage Pipeline Hedging & Secondary Market Activities

• Responsible for the daily hedging of the mortgage pipeline.
• Monitor third-party hedging process and partnerships.
• Determine and publish daily mortgage rate updates.
• Maintain and update key secondary market systems.
• Maintain pricing sheets to accurately price loans for mortgage products rates and terms.
• Coordinate timely delivery of mortgage loans to secondary market partners through pipeline management contract execution and regular communication with all parties involved.
• Collaborate with Mortgage Lending Mortgage Operations Accounting and vendors to ensure data integrity in the mortgage loan origination system.
• Optimize secondary market opportunities (e.g. FNMA Freddie Mac FHLB) including program enrollment loan assignment and performance reporting.
• Act as the relationship liaison between internal departments (e.g. Mortgage dept. & Accounting) and external parties (e.g. Optimal Blue FNMA Freddie Mac FHLB).
• Serve as a backup to the responsibilities listed above.

Liquidity Framework

• Develop maintain and monitor the Credit Unions 30-day liquidity forecast including full responsibility for forecasting assumptions and operational cash target tracking.
• Estimate a 6-month rolling forecast.
• Responsible for the maintenance updating and reporting of the liquidity framework (including liquidity forecasting borrowings contingency liquidity lines of credit derivatives loan participations loan securitizations etc.).
• Research options to maximize collateral and liquidity relationships (FNMA FHLB CLF Brokered CDs Repos etc.).
• Provide maintenance current reporting and reconciliation for borrowing capacity reporting.
• Responsible for the data preparation and reporting related to asset sales (loan participations/loan securitizations).
• Handle derivative related items.

Investments

• Collaborate with management on analysis and documentation for investment-related transactions (i.e. purchases sales borrowings derivatives etc.).
• Responsible for the trade documentation process.
• Work with brokers to ensure proper documentation and a smooth delivery.
• Perform due diligence on and/or credit research on investment brokers corporate bond issuers liquidity providers and other counterparties.
• Review corporate bond issuer financials and evaluates risks pertaining to credit ratings.
• Prepare assemble and review quarterly Investment Committee packets with focus on accuracy and improving deliverables.
• Attend quarterly Investment Committee meetings with the ability to address questions or issues from committee members regarding report construction or content.
• Act as the subject matter expert and department liaison on Bloomberg fixed income securities safekeeping delivery for purchases and sales.
• Handle reporting and analysis regarding Total Benefits Pre-Funding.

Asset Liability Management (ALM) Function

• Support the preparation compilation and finalization of the ALM and Funds Management Committee (FMC) packets.
• Upload data extraction files from the core system into the ALM model.
• Perform reconciliations to the financial statements.
• Document variances resolutions and supporting documentation.
• Serve as a back up to the responsibilities listed above.

Reporting Financial Analysis and Solution Development

• Prepare reports comparing competitors to internal pricing to support managements loan and deposit pricing decisions.
• Assist in preparing and distributing daily monthly quarterly and annual reporting for Treasury/Accounting Funds Management Committee Investment Committee ALCO and other third-party requests.
• Complete and submit the first draft of the committee packet for review one week before the scheduled meeting.
• Partner with internal teams and external vendors to enhance data collection processes and strengthen reporting capabilities.
• Apply advanced data-analytics tools to develop and maintain dynamic visualization models and sophisticated reporting that surface data-driven opportunities supporting strategic planning performance improvement and credit union goals.
• Analyze complex data sets to identify trends and patterns and provides actionable data driven recommendations.
• Validate all work through reasonability checks historical comparisons benchmarks end user validation and/or other established processes.
• Maintain and update existing financial reports dashboards and models in response to changes in strategic priorities external environment software data structure or workflows.
• Identify impactful solutions to business challenges.

Operational Excellence & Compliance

• Assist with third-party examinations model validations and/or third-party evaluations (i.e. deposit study).
• Engage in self-development continuing education webinars etc.
• Produce and maintain procedure manuals for essential functions both written and video.
• Serve as policy owner for policies related to job function responsibility including ongoing review and familiarity with policy content coordination of stakeholder discussions to identify required or recommended enhancements and drafting revisions for leadership Funds Management Committee and Board review in accordance with governance timelines.
• Participate in ongoing department cross-training.
• Serve as a backup for fellow teammates.
• Support and embrace organizational core values.
• Apply industry best practices in technology utilization and operational processes.
• Assure compliance with federal and state regulations in all areas of responsibility.

Education & Experience

• Bachelors degree in Accounting Economics or Finance is required.
• 4 5 years of experience in financial analysis treasury accounting or a related area is required.

Skills

• Comprehensive understanding of the various loan and deposit products.
• Intermediate proficiency in quantitative analysis and data interpretation.
• Strong proficiency in working with large data sets for calibration analysis and decision support.
• Advanced communication and presentation skills to convey complex financial information to stakeholders.
• Comprehensive understanding of fixed income investment securities including structure risk characteristics and market behavior.
• Advanced ability in interpreting business needs and translating into actionable analytic
  deliverables.
• Proven capability to resolve issues both independently and in partnership with others.
• Ability to positively interface with management coworkers and external partners.
• Advanced analytical critical thinking and problem-solving skills.
• Able to work with high independence.
• Demonstrated accurate and timely completion of work duties.
• High level of familiary with:
  • Microsoft products
  • Data visualization tools
  • Deposit and loan tracking systems
  • Data mining tools
  • General ledger system
  • Banking core system
  • Bloomberg

Join one of Wisconsins premier financial institutions a National Top Workplace and multi-year recipient of Madison Magazines Best Places to Work Wisconsin State Journals Top Workplaces and Milwaukee Journal Sentinels Top Workplaces to receive:

• 21.5 days of annual time off (accrued per pay period)
• 2 weeks paid caregiver leave
• 2.5 weeks paid new child parental leave
• 2 days paid volunteer time
• 10 paid holidays (including your birthday!)
• 401k company match of up to 5% plus approximately 4% discretionary match
• Variable bonus reward
• Competitive Medical Dental and Vision plans including domestic partner eligibility
• Employee Assistance Program
• And more!

All employees must possess valid work authorization to work for UWCU on the date of hire. UWCU does not provide immigration sponsorship or support for employment authorization to include but not limited to sponsorship or support for H-1B F-1 OPT TN or other visa category.