ALM Analyst
Core
Risk management professional measuring, monitoring, and managing interest rate risk, liquidity risk, and balance sheet integration through quantitative analysis.
Role type
ALM Analyst (Risk Management)
Builds
Quantitative models for Interest Rate Risk, Liquidity Risk, Balance Sheet Management, and Capital Stress Testing
Domain
Banking / Financial Services / Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
quantitative analysis, time-series data analysis, financial risk modeling, balance sheet analysis, income statement analysis, Microsoft Office proficiency (Excel, Access, Word, PowerPoint, SharePoint)
Preferred skills
vendor financial/risk model operation, Asset/Liability management experience
Responsibilities
Gather and analyze data on assets and liabilities across economic scenarios; develop and recalibrate modeling assumptions; operate and support the Empyrean Model; prepare analysis and reports for Senior Management and the Board Risk Committee; participate in ALCO and STRESSCO sub-committee meetings
Seniority
Junior to Mid-level, hands-on IC
