Treasury Forecast Cashflow Engine Manager

U.S. BancorpMinneapolis, MN, US

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Job Title

The Asset Liability Management (ALM) Team within Corporate Treasury is seeking an experienced treasury professional to oversee the configuration and maintenance of the bank's cashflow forecasting engine, Quantitative Risk Management (QRM). QRM is used for net interest income forecasting, interest rate risk, and stress testing use cases. The role will focus on four key areas of the framework including :

Proprietary model implementation in QRM
Framework performance and capabilities optimization
Governance and risk management
Business as usual framework forecasting execution

This position will partner closely with the Balance Sheet Forecast, Interest Rate Risk Management, Data Management Group (DMG), and Quantitative Finance (QF) teams to ensure flawless and efficient execution within QRM in support of core reporting and management deliverables.

Primary Responsibilities

Implement proprietary behavioral balance sheet models developed by the Quantitative Finance team within the QRM framework in support of forecasting for the balance sheet, interest rate risk, capital stress testing (CCAR), and strategic planning exercises

Collaborate with model developers during the model development process to ensure model architecture can be implemented in QRM

Partner with data management team on data enhancement and testing required to support various QRM initiatives and enhance Extract, Transform, Load (ETL) framework

Ensure balance sheet product features and assumptions are accurately implemented in QRM to produce necessary cash flow projections

Identify and implement new capabilities with a focus on reporting enhancements, processing efficiencies, and better alignment across data, modeling, and forecasting

Maintain and support a robust governance and control framework

Basic Qualifications - Bachelor's degree, or equivalent work experience - Eight or more years of related experience

Preferred Skills / Experience

5+ years working with production and test environments of an asset liability management system (e.g., QRM, Empyrean, Finacle, etc)

Collaborate with model developers during the model development process to ensure model architecture can be implemented in QRM

Partner with data management team on data enhancement and testing required to support various QRM initiatives and enhance Extract, Transform, Load (ETL) framework

Ensure balance sheet product features and assumptions are accurately implemented in QRM to produce necessary cash flow projections

Identify and implement new capabilities with a focus on reporting enhancements, processing efficiencies, and better alignment across data, modeling, and forecasting

Maintain and support a robust governance and control framework

The role offers a hybrid / flexible schedule, which means there's an in-office expectation of 3 or more days per week and the flexibility to work outside the office location for the other days.

U.S. Bank is an equal opportunity employer. We consider all qualified applicants without regard to race, religion, color, sex, national origin, age, sexual orientation, gender identity, disability or veteran status, and other factors protected under applicable law. U.S. Bank participates in the U.S. Department of Homeland Security E-Verify program.

The salary range reflects figures based on the primary location, which is listed first. The actual range for the role may differ based on the location of the role. In addition to salary, U.S. Bank offers a comprehensive benefits package, including incentive and recognition programs, equity stock purchase 401(k) contribution and pension (all benefits are subject to eligibility requirements). Pay Range : $126,820.00 - $149,200.00

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Treasury Manager • Minneapolis, MN, US