ALM/Derivatives Associate
Core
Perform ALM analysis for spread lending and annuity products, including duration and cash flow assessments to inform investment decisions.
Role type
Associate, Asset Liability Management (ALM) and Derivatives
Builds
Investment recommendations and derivative strategy execution support for annuity products and spread lending programs
Domain
Insurance / Asset Management / Financial Services
Deliverable
production ML models | dashboards & analysis
Required skills
ALM analysis, duration modeling, cash flow assessment, derivative strategy analysis, portfolio modeling, private asset analysis
Preferred skills
CFA designation, Python, SQL, Snowflake, Bloomberg, Aladdin
Technologies
Bloomberg, Aladdin, SQL, Python, Snowflake
Responsibilities
Perform ALM analysis for spread lending and annuity products, Develop recommendations for ALM activity and repositioning, Assist with derivative strategy analysis and execution, Provide modeling and analytical support for portfolio assets and liabilities
Seniority
Associate, 3-5 years experience