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Description:The analyst will be responsible for the quantification and analysis of the Corporation's earnings and market value exposure to changes in interest rates for a portion of the balance sheet. Responsibilities include modeling interest rate risk using the QRM Asset/Liability model, the preparation of reports for management and assisting in the development of hedging strategies. Also, responsible for executing ABS issuance or whole loan sales.Requires an undergraduate degree and a minimum of 5 years of analytical experience or a combination of an advanced degree and 3 years of experience. Understanding of the banking industry and bank products is desirable.
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