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Senior Treasury Capital Planning Analyst - 3DF4A in Buffalo, NY at M&T Bank

Date Posted: 10/3/2018

Job Snapshot

Job Description

Senior Treasury Capital Planning Analyst

Buffalo, NY


Provides support for the Asset Liability Management function through the analysis and reporting of interest rate risk management to senior management to support strategic and tactical management decisions of the Bank’s balance sheet, particularly capital planning for required regulatory reporting.
Complete bi-annual analysis and reporting of the Bank’s balance sheet interest rate risk position to senior management, concentrating on capital planning and including foreign exchange risk, providing a clear explanation of key drivers for changes in risk profile to meet internal and external regulatory guidance.
Partner with business lines and Treasury team members to incorporate balance sheet and model assumptions for forecasting the Bank’s balance sheet through a sophisticated model known as QRM (Quantitative Risk Management) to support capital planning activities and reporting.
Assist Asset Liability Management (ALM) team to develop ALM strategies by preparing, analyzing and reporting various scenarios modeled in QRM to support the management of interest rate risk management sensitivity analysis.
Document and maintain proper procedures to serve as reference of processes completed in building the forecasted balance sheet and various analyses to ensure proper controls exist surrounding the quality and integrity of the interest rate and capital planning reports produced for senior management.
Use spreadsheet software, Online Analytical Processing (OLAP) and Business Intelligence software to develop custom reports.
Write code and/or move databases to support behavioral modeling efforts and related reporting. Identify opportunities to automate existing, repeatable processes to create greater efficiencies and reduce potential for error. Participate in implementation of approved automation opportunities.
Understand and adhere to the Company’s risk and regulatory standards, policies and controls in accordance with the Company’s Risk Appetite. Identify risk-related issues needing escalation to management.
Promote an environment that supports diversity and reflects the M&T Bank brand.
Maintain M&T internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators as applicable.
Complete other related duties as assigned.
The Asset Liability Management Group’s primary responsibility is to manage the interest rate and liquidity risk of the Corporation’s balance sheet. The analysis created is used by the Bank’s management to add support for strategic business decisions and more importantly to support regulatory required capital adequacy reporting. Through this process, the group develops strategies to manage the composition of the Bank’s investment portfolio.
Bachelor’s degree in Computer Science, Engineering or Mathematics and a minimum of 2 years’ on the job programming experience with Structured Query Language (SQL), Statistical Analysis Software (SAS), MatLab and SSQS, or in lieu of a degree, a combined minimum of 6 years’ higher education and/or work experience, including a minimum of 2 years’ on the job programming experience with Structured Query Language (SQL), Statistical Analysis Software (SAS), Metlab and SSQS.
Strong quantitative, financial, economic and statistical skills.
Detail-oriented with excellent math and analytical skills.
Strong interpersonal and communication skills, with an equally strong desire to learn.
Master’s degree in Computer Science, Engineering or Mathematics.
Minimum of 2 years’ related Quantitative Risk Management (QRM) experience.
Minimum of 2 years’ proven Asset/Liability experience.
Experience in mathematical modeling of financial instruments.
Knowledge of bank products and services.
Proficiency in data analytics.
Proven ability to work well in a fast-paced, deadline-driven environment, coordinating multiple projects simultaneously.
About M&T
At M&T, we strive to be the best place our employees ever work, the best bank our customers ever do business with and the best investment our shareholders ever make. So when looking to advance your career, look to M&T. As a top 20 US bank holding company and one of the best performing regional banks in the country, we offer a wide range of performance based career development opportunities for talented professionals. And through our longstanding tradition of careful, conservative and consistent management and a strong commitment to the communities we serve, we continue to grow with a focus on the future.


#LI-LP1M&T Bank Corporation is an Equal Opportunity/Affirmative Action Employer.
M&T Bank Corporation does not sponsor individuals for the purpose of obtaining H-1 Visas.
M&T Bank Corporation has policies and procedures in place to promote a drug free workplace.