Reporting to the BSM Data Analytics Manager, the Treasury Analyst II is responsible for supporting the Current Position which is the foundation of all Balance Sheet Management (BSM) modeling across NII forecasting and interest rate risk positions as well as ad hoc projects which back the accuracy of BSM projections.
The Data Analytics team is responsible for:
* Populating monthly ending positions for all line items on Ally’s balance sheet
* Ensuring the attributes, contractual features and other metadata assigned to all positions will ensure accurate forecast and risk modeling
* Performing root-cause analysis to understand drivers of the NII forecast and Interest Rate Risk variances
* Researching ad hoc analysis for new products, new modeling, strategic initiatives, and overall trends for all balance sheet products, including capital markets, funding desk transactions as well as the Auto, Corporate Finance and Consumer Bank business units
