LeadTreasuryAnalyst-IRRForecasting&Analytics

**Location:** 127 Public Square, Cleveland Ohio Within the Asset and Liability Management Group in the Corporate Treasury Department, the Lead Treasury ALM Analyst position will report to the Interest Rate Risk (IRR) Manager. The IRR team is responsible for the measurement, monitoring and management of interest rate risk, producing balance sheet forecasts, performing analysis to inform strategy and decisioning on balance sheet and Treasury actions and communication of key metrics and insights via regular reporting to the governing committees and the Board. This position will be responsible for ALM modeling within the QRM Framework, a third-party provided software. Responsibilities center around the monthly production process as well supporting ad hoc analysis and capital stress testing. The analyst will be responsible for assessing model assumptions, sensitivity and stress testing, backtesting, and conforming to controls. Analytics include measurement and review of key assumptions, feeder models and subsequent metrics. Associated governance responsibilities include documentation to ensure robust internal and external controls. This position also works closely with other groups in Treasury and Finance who inform and leverage IRR results, including Funding, Liquidity, Capital, and Market Strategy. Interest rate risk models and measurements include NII at Risk, EVE at Risk, FMV OCI, cash flow modeling, and MSR. This position is also a key contributor to balance sheet modeling for the Strategic Plan and analysis for the Capital Stress Testing/CCAR process. **ESSENTIAL JOB FUNCTIONS** · Support Key’s management of interest rate risk and forecasting IRR metrics, including measuring exposure and evaluating hedging strategies, periodic scenario analysis and stress tests · Assist IRR Manager with setting direction and priorities for the team, meeting production responsibilities while seeking out opportunities for continuous improvement · Forecast via the QRM Framework to mod