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Posted: Friday, January 5, 2018 2:23 PM

Req ID:41301
Areas of Interest:Finance
BOK Financial (BOKF), Headquartered in Tulsa, Oklahoma, BOK Financial Corporation (NASDAQ: BOKF) is a top 25 U.S.:based financial services holding company with operations in ten states : Oklahoma, Texas, Arkansas, Arizona, Colorado, Kansas/Missouri, New Mexico, Nebraska and Wisconsin. The company began more than 100 years ago in Tulsa and has successfully diversified into a variety of industries, businesses and geographies.
The Asset/Liability Analyst II supports the management of interest rate risk and capital adequacy of the consolidated BOK Financial Corporation through building and operating advanced financial models of key risk levels and financial positions held on and off the balance sheet. Key responsibility is ownership of the bank's interest rate risk model. Other responsibilities include advanced financial modeling, asset/liability management, corporate governance support and preservation of economic value and may extend to any area affecting the financial risk position of the company. This role reports to the Asset:Liability Manager who is one of three key managers reporting to the Treasurer of the corporation.
:Interest Rate Risk Modeling and Management : Models and evaluates the interest rate risk of the Corporation utilizing sophisticated computer models. Analyzes key business activities and product behaviors in order to establish future business assumptions for the model. Generates both standard interest rate risk reports and ad:hoc analyses for the Asset/Liability and Risk Committees as well as for regulatory reporting. Models the net interest revenue of the Corporation for capital stress testing. Models the net interest revenue and interest rate risk of M and A target banks. Maintains proper documentation of asset/liability modeling process.
:Advanced Financial Modeling : Develops, enhances, and operates complex financial models related to balance sheet management, interest rate risk, components of Dodd:Frank and other capital stress testing, capital adequacy modeling and regulatory reporting for the Corporation. Performs back testing and ensures data integrity. Develops and follows control processes as required.
:Asset/Liability Management : Supports the development and execution of balance sheet hedging strategies for the Bank. Serves as backup for Funds Transfer Pricing activity. Serves to support and back up interest rate derivatives activity that includes both balance sheet hedging and the bank's customer derivatives program. Develops and follows control processes as required. Makes risk management recommendations to Asset Liability manager and other senior managers in the Capital Markets department.
:Excellent quantitative and analytical skills
:Thorough knowledge of financial modeling and familiarity with the advanced functions in Microsoft Excel
:Advanced knowledge of the principals and application of financial concepts including NPV, IRR, financial valuation and risk measurement; and familiarity with option valuation and return characteristics
:Familiarity with Visual Basic, SQL, and SAS preferred
:Strong knowledge of financial markets and instruments, specifically fixed:income investments
:Working knowledge of macroeconomics
:Solid knowledge of accounting principles
:Working knowledge of the principals and application of statistics
:Familiarity with interest rate derivatives such as interest rate swaps and options
:Solid interpersonal skills including proficient oral and written communication skills with the ability to prepare concise executive reports for senior management and to deliver persuasive oral and written arguments to senior management
:Superior organizational skills
:Resourceful and self:motivated with the ability to manage multiple assignmentsThis level of knowledge is normally acquired through completion of an Under


• Location: Tulsa

• Post ID: 19040382 tulsa is an interactive computer service that enables access by multiple users and should not be treated as the publisher or speaker of any information provided by another information content provider. © 2018