1 день назад
Senior ALM Analyst (Finance)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior ALM Analyst (Finance): Modeling and quantifying interest rate and liquidity risks for a bank’s balance sheet with an accent on ALM models, deposit analytics, liquidity stress testing, and Treasury strategy analysis. Focus on calibrating and back-testing assumptions, evaluating derivatives-based risk mitigation, and preparing recommendations for ALCO committees.
Location: Center, New Orleans, Louisiana, United States
Company
is a banking organization supporting balance sheet management, Treasury operations, lending, investments, and risk governance.
What you will do
- Operate and maintain the Empyrean Solutions ALM Model, Deposit Analytics Model, Liquidity Stress Test Model, and other Treasury models.
- Model and quantify interest rate risk and liquidity risk associated with the Bank’s balance sheet.
- Analyze model data using trend analysis, statistical and quantitative techniques, SAS, SQL, Power BI, Power Query, and Excel Pivot Tables.
- Prepare reports and presentations for ALCO, its subcommittees, and Corporate Treasury, and communicate risk mitigation recommendations.
- Evaluate loan pricing, funds transfer pricing, product construction, investment portfolios, and balance sheet optimization strategies.
- Calibrate and back-test modeling assumptions, coordinate model documentation and reviews, and provide guidance to other analysts and banking managers.
Requirements
- Bachelor’s degree in finance, accounting, economics, or a related field.
- CFA designation or a Master’s in Finance is required.
- At least 5 years of related experience or training; 7 years is preferred.
- Experience with financial modeling, large complex datasets, and time-series or regression analysis.
- Advanced understanding of ALM models and strong knowledge of loan, deposit, investment, and derivative products.
- Experienced understanding of accounting principles, including balance sheet and income statement composition.
Culture & Benefits
- Full-time employment in a banking and Corporate Treasury environment.
- Collaboration with Retail, Commercial, and Business Banking product management teams.
- Compliance with federal, state, and local banking laws and regulations, including the Bank Secrecy Act.
- Ability to travel when required, work under stress, and meet deadlines.
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