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Analyst, Treasury Risk II in Irvine, CA at Hyundai Capital America

Date Posted: 12/28/2018

Job Snapshot

Job Description

General Summary:

As part of a robust Asset Liability Management (ALM) framework, operate and design dynamic models to identify and measure various financial risks which include market risk, interest rate risk, liquidity risk, and counterparty risk.  Generate scenario analytics and provide reporting to executive management to guide strategic decisions.

Essential Job Function:

•         Provide ALM analytics (duration, net interest income, earnings at risk, economic value of equity, liquidity gaps) and stress testing analyses  

•         Assist in the deployment of ALM platform analytics/reporting and monitor/manage the maintenance of those processes over time thru backtesting, configuration modifications, and ensuring data integrity

•         Assist in the validation of data input, assumptions and results of simulations and market value models to ensure modeling outputs and analytics are reasonable

•         Support liquidity risk management initiatives, providing detailed dynamic analyses in various forecast simulations; work closely with the Treasury Strategy and Planning team to support forecasting

•         Assist in the development of tools to automate and streamline data transition in databases and improvement in data management using SQL

•         Contribute to the development and implementation of analytic frameworks that are integral to ALM, which include interest rate risk, liquidity risk, FTP, and capital management

•         Support the communication (to all levels of the organization) of modeling assumptions, changes in the risk profile, and development of any risk analytics in both written and oral form

•         Support HCA and HCCA interest rate derivative hedge reporting and coordination with internal and external stakeholders

•         Compile data and prepare PowerPoint presentations for ALCO, , and other forms of management reporting

•         Monitor and report on market movements / expectations, and perform “what if” analysis to measure balance sheet and financials impact

•         Work closely with various internal counterparts (Treasury-Capital Markets, Treasury-Strategy and Planning, Treasury-Cash Management) to gather and analyze asset/liability data and conduct integrated ALM analytics

•         All other duties as assigned

Knowledge and Skills:

•         Strong analytical and research skills

•         Excellent interpersonal skills and ability to work in a highly time-sensitive and dynamic environment

•         Excellent oral and written communication skills

•         Strong team mentality

•         Advanced skill in MS Excel modeling and use of macros

•         Proficient in PowerPoint and other MS Office product, query tools, and Bloomberg

•         Strong organization and multi-tasking skills

•         Solid work ethic and dedication to excellence

•         Knowledge of economics, financial accounting and analysis, statistics, corporate finance, and banking

•         Quantitative knowledge and statistics

•         Advanced SQL skills

Education and Experience:

•         Bachelor’s degree in business, accounting, economics, or finance required. 

•         Financial industry experience is desirable.

Physical Requirements and Working Condition


Employees in this class are subject to extended periods of sitting, standing and walking, vision to monitor and moderate noise levels. Work is performed in an office environment.

Hyundai is an Equal Opportunity Employer  M/F/D/V 

Primary Location:  United States-California-Irvine
Work Locations:  
Headquarters 1 (HCA_HQ1)
3161 Michelson Dr. Ste 1900
Irvine, 92612

Job:  Finance
Job Type:  Regular
Job Level:  Individual Contributor
Schedule:  Full-time
Job Posting:  Dec 28, 2018