Senior ALM Analyst
Core
Modeling and quantifying Interest Rate Risk and Liquidity Risk for the Bank's Balance Sheet and communicating findings to the ALCO.
Role type
Senior ALM Analyst
Builds
Risk models, presentations, and strategic recommendations for the Bank's Treasury.
Domain
Banking / Asset-Liability Management
Deliverable
production ML models | dashboards & analysis
Required skills
Financial modeling, ALM model calibration, statistical analysis, time series analysis, regression analysis, loan pricing, funds transfer pricing (FTP), derivative product knowledge, accounting principles
Preferred skills
CFA designation, Master's in Finance, 7+ years experience
Technologies
Empyrean Solutions, SAS, SQL, Power BI, Power Query, Excel, Tableau
Responsibilities
Operate and maintain ALM models (Empyrean, Deposit Analytics, Liquidity Stress Test), analyze model data using BI tools, prepare reports for ALCO, provide guidance on loan structuring and FTP, calibrate and back-test modeling assumptions, review documentation for model governance.
Seniority
Senior, hands-on IC with leadership duties
