Specialist - Asset Liability Management
Core
Lead Asset Liability Management (ALM) modeling, balance sheet strategy, and interest rate risk analytics for a global wealth management and banking firm.
Role type
Senior IC Asset Liability Management Specialist
Builds
Robust ALM models, balance sheet optimization strategies, and interest rate risk measurement frameworks.
Domain
Banking / Financial Services / Asset Liability Management
Deliverable
production ML models
Required skills
ALM modeling, interest rate risk management, funds transfer pricing, balance sheet strategy, scenario analysis, regulatory knowledge (IRRBB, liquidity risk), SAS, SQL
Preferred skills
QRM platform experience, advanced degree, deposit strategy expertise
Technologies
SAS, SQL, QRM platforms
Responsibilities
Develop and govern ALM models and behavioral assumptions; Partner with Treasury on balance sheet strategy and funding decisions; Advance interest rate risk analytics (NII, MVE/EVE, DV01); Drive funds transfer pricing methodology; Deliver decision-ready insights to senior leadership; Collaborate with cross-functional teams on analytical solutions; Prepare materials for management committees and regulators.
Seniority
Senior, hands-on IC
