Corporate Treasurer

Responsible for Corporate Treasury function for the Bank and Parent Company. Manage the Bank's investment portfolio, including: recommendation and analysis regarding the portfolio strategy, liquidity and earnings, trade execution and documentation, and management reporting. Oversee ALM modeling, strategy, analysis and reporting, including development and documentation of model key assumptions, review and validation of results, development of hedging strategies, production of reports, and presentation of ALCO management reporting to management. Manage the Bank's short term and long term liquidity position. Maintain the Bank's ALM Policy, Liquidity Policy, Contingency Funding Plan, Interbank Liability, and other policies and procedures necessary to support and document Bank operations. Lead ALCO and ALCO Pricing Committee, product pricing and what-if modeling simulations. Ensure that models and modeling assumptions are accurate, validated, back-tested and well documented. Present modeling results to management and ALCO. Position supervises 4 employees: 1 ALM Manager, 1 ALM Analyst, and 2 Associate Treasury Analysts. Remote work available 1 day a week, reporting to office in Irvine, CA.

Job Requirements: Requires a Bachelor's degree in Engineering or related and 5 years of progressive post-bachelor's experience. Must have experience in each of the following skills: Modeling and managing Interest rate risk using third party software such as QRM and Bancware including key metrics such as duration and convexity; Experience with evaluation and trade execution of investments for investment portfolios including recommendation and analysis; Experience with modeling and analysis of complex prepayment behaviors associated with loans; Experience with analysis and modeling of nonagency mortgage back securities and the resulting OTTI analysis; Produce on a quarterly basis, financial metrics and results related to interest rate risk and recommended strategies to ALCO; Perform ad-hoc Treasury tasks such as wire transfers and daily liquidity management; and Working knowledge of software such as Bloomberg, QRM, Bancware, and use of Excel and VBA modeling.

Salary: $236,038.00 - $308,828.75 per year

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