Overview:
The Treasury Risk Analyst III plays a central role in shaping how the Credit Union understands and manages balance-sheet risk. This position offers hands-on ownership of the Asset Liability Management (ALM) modeling environment, where analysis directly informs interest rate risk, funding strategy, and long-term profitability. Using advanced analytics and automated reporting tools, the analyst transforms complex financial data into insights that guide strategic decision-making for leadership and the Board.
This role is ideal for someone who enjoys digging into data, building scenarios, and seeing their work influence real-world outcomes. Working closely with treasury leadership, regulators, and cross-functional partners, the Treasury Risk Analyst III applies industry best practices in modeling, technology, and compliance while continuously improving processes and reporting. For candidates seeking a role with visibility, intellectual challenge, and meaningful impact on the financial strategy of the organization, this position offers an exceptional opportunity.
Responsibilities:
Mortgage Pipeline Hedging & Secondary Market Activities
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Responsible for the daily hedging of the mortgage pipeline.
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Monitor third-party hedging process and partnerships.
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Determine and publish daily mortgage rate updates.
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Maintain and update key secondary market systems.
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Maintain pricing sheets to accurately price loans for mortgage products, rates, and terms.
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Coordinate timely delivery of mortgage loans to secondary market partners through pipeline management, contract execution, and regular communication with all parties involved.
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Collaborate with Mortgage Lending, Mortgage Operations, Accounting, and vendors to ensure data integrity in the mortgage loan origination system.
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Optimize secondary market opportunities (e.g. FNMA, Freddie Mac, FHLB) including program enrollment, loan assignment, and performance reporting.
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Act as the relationship liaison between internal departments (e.g. Mortgage dept. & Accounting) and external parties (e.g. Optimal Blue, FNMA, Freddie Mac, FHLB).
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Serve as a backup to the responsibilities listed above.
Liquidity Framework
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Monitor and track 30-day liquidity forecast and operational cash target.
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Estimate a 6-month rolling forecast.
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Responsible for the maintenance, updating, and reporting of the liquidity framework (including liquidity forecasting, borrowings, contingency liquidity, lines of credit, derivatives, loan participations, loan securitizations, etc.).
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Research options to maximize collateral and liquidity relationships (FNMA, FHLB, CLF, Brokered CDs, Repos, etc.).
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Provide maintenance, current reporting, and reconciliation for borrowing capacity reporting.
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Responsible for the data preparation and reporting related to asset sales (loan participations/loan securitizations).
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Handle derivative related items.
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Serve as a backup and work cross-functionally to link up liquidity framework into the ALM model.
Investments
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Collaborate with management on analysis and documentation for investment-related transactions (i.e. purchases, sales, borrowings, derivatives, etc.).
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Responsible for the trade documentation process.
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Work with brokers to ensure proper documentation and a smooth delivery.
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Perform due diligence on and/or credit research on investment brokers, corporate bond issuers, liquidity providers, and other counterparties.
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Review corporate bond issuer financials and evaluate risks pertaining to credit ratings.
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Prepare, assemble, and review quarterly Investment Committee packets with focus on accuracy and improving deliverables.
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Handle reporting and analysis regarding Total Benefits Pre-Funding.
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Serve as a backup and works cross functionally to incorporate investment strategy into the ALM model.
Asset Liability Management (ALM) Function
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Database Management/Maintenance: maintain database to enhance operational efficiency and stay within contract terms.
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Data Management: gather and validate data to ensure the accuracy and reliability of modeling inputs.
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Model Development/Maintenance: advance, calibrate, reconcile, back-test, and document model assumptions, such as loan prepayments speeds and deposit betas.
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Data Analysis: gather and analyze asset-liability data for various economic scenarios to support financial decision making.
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Scenario Analysis: conduct stress testing and scenario analysis to assess the impact of different economic conditions on the financials.
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Risk Management: monitor and communicate key metrics and risks related to interest rates, liquidity, and balance sheet optimization.
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Facilitate Solution Development: collaborate with leadership to translate strategic plan into the actionable model initiatives and ensure effective execution with key stakeholders.
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Attend ALCO and Funds Management Committee meetings with the ability to address questions or issues from committee members regarding model assumptions, report construction and content.
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Support the development of the annual budget and five-year strategic financial plan.
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Compile, analyze, and communicate relevant historical information including trends in loan originations, balances, non-interest income, net interest margin, and operating expenses.
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Perform financial modeling and analytical reviews to generate forecasts throughout the budget process and provide insights and feedback to key stakeholders.
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Support the preparation, compilation and finalization of the comprehensive budget deliverables.
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Conduct extensive scenario and SWOT analyses to assess and validate the five-year plan’s resilience to changes in underlying assumptions.
Reporting, Financial Analysis and Solution Development
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Prepare reports comparing competitors to internal pricing to support management’s loan and deposit pricing decisions. Serve as a backup.
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Document, review, and recalibrate model assumptions to mirror business activity at least quarterly.
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Perform and report on interest rate risk analysis using advanced risk metrics including gap analysis, net interest income (NII), net economic value (NEV). Conduct and report on stress testing, scenario analysis, model back-testing, and margin benchmarking to support balance sheet strategy and risk management objectives.
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Assist in preparing and distributing daily, monthly, quarterly, and annual reporting for Treasury/Accounting, Funds Management Committee, Investment Committee, ALCO and other third-party requests.
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Complete and submit the first draft of the committee packet for review one week before the scheduled meeting.
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Partner with internal teams and external vendors to enhance data collection processes and strengthen reporting capabilities.
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Apply advanced data-analytics tools to develop and maintain dynamic visualization models and sophisticated reporting that surface data-driven opportunities supporting strategic planning, performance improvement, and credit union goals.
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Analyze complex data sets to identify trends and patterns and provide actionable, data driven recommendations.
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Validate all work through reasonability checks, historical comparisons, benchmarks, end user validation, and/or other established processes.
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Maintain and update existing financial reports, dashboards, and models in response to changes in strategic priorities, external environment, software, data structure, or workflows.
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Identify impactful solutions to business challenges.
Operational Excellence & Compliance
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Assist with third-party examinations, model validations, and/or third-party evaluations (i.e. deposit study).
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Engage in self-development, continuing education, webinars, etc.
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Produce and maintain procedure manuals for essential functions both written and video.
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Serve as policy owner for policies related to job function responsibility, including ongoing review and familiarity with policy content, coordination of stakeholder discussions to identify required or recommended enhancements, and drafting revisions for leadership, Funds Management Committee, and Board review in accordance with governance timelines.
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Participate in ongoing department cross-training.
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Serve as a backup for fellow teammates.
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Support and embrace organizational core values.
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Apply industry best practices in technology utilization and operational processes.
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Assure compliance with federal and state regulations in all areas of responsibility.
Qualifications:
Experience & Education
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Bachelor's degree in Accounting, Economics, or Finance is required.
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6 – 7 years of experience in financial analysis, treasury, accounting, or a related area is required.
Skills
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Comprehensive knowledge of financial theory, with expertise in interest rate dynamics and financial modeling.
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Advanced proficiency in quantitative analysis and data interpretation.
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Exceptional proficiency in working with large data sets for calibration, analysis, decision support and model development.
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Strong communication and presentation skills to convey complex financial information to stakeholders.
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Comprehensive understanding of all retail financial service products and associated risks.
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Expert ability in interpreting business needs and translating into actionable analytic deliverables.
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Proven capability to resolve issues both independently and in partnership with others.
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Ability to positively interface with management, coworkers, and external partners.
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Excellent analytical, critical thinking, and problem-solving skills.
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Ability to work with high independence.
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Demonstrated accurate and timely completion of work duties.
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High level of familiarity with:
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Microsoft products
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Data visualization tools
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Peer comparison platform
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Data mining tools
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Interest rate risk modeling software
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General ledger system
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Banking core system
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Bloomberg
Working at UW Credit Union:
Join one of Wisconsin’s premier financial institutions, a National Top Workplace and multi-year recipient of Madison Magazine’s Best Places to Work, Wisconsin State Journal’s Top Workplaces, and Milwaukee Journal Sentinel’s Top Workplaces to receive:
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21.5 days of annual time off (accrued per pay period)
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2 weeks paid caregiver leave
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2.5 weeks paid new child parental leave
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2 days paid volunteer time
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10 paid holidays (including your birthday!)
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401k company match of up to 5%, plus approximately 4% discretionary match
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Variable bonus reward
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Competitive Medical, Dental, and Vision plans, including domestic partner eligibility
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Employee Assistance Program
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And more!
All employees must possess valid work authorization to work for UWCU on the date of hire. UWCU does not provide immigration sponsorship or support for employment authorization to include, but not limited to, sponsorship or support for H-1B, F-1 OPT, TN, or other visa category.
