6 дней назад
ALM Director - Balance Sheet Analytics (IC) (Python/SQL)
112 000 - 249 600$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
ALM Director - Balance Sheet Analytics (IC) (Python/SQL): Building and maintaining balance sheet valuation and interest rate risk analytics through production code, databases, automated data processes, and QRM outputs with an accent on scalable data engineering, financial modeling, and analytical transparency. Focus on enhancing critical balance sheet processes, developing record-level risk analytics, resolving time-sensitive production issues, and implementing controlled AI-driven automation.
Location: In-office role based in Cleveland, New York, or Pittsburgh, United States
Salary: $112,000–$249,600 annually, plus incentive eligibility.
Company
is a financial services company focused on banking, balance sheet management, risk management, and customer solutions.
What you will do
- Own, maintain, and enhance databases supporting QRM balance sheet valuation and interest rate risk analytics.
- Develop and optimize production code, analytical tools, scalable reporting solutions, and automated data processes.
- Build workflows for data preparation, reconciliation, quality control, reporting, and routine risk analysis.
- Create record-level analytics covering balance sheet positions, valuation drivers, and risk exposures.
- Support daily and monthly production, troubleshooting, exception management, and resolution of time-sensitive issues.
- Collaborate with analysts, portfolio managers, financial modelers, risk management, finance, technology, audit, regulators, and model risk teams.
Requirements
- Bachelor’s degree in Computer Science, Data Science, Financial Engineering, Financial Mathematics, Statistics, or a related quantitative field.
- Deep expertise in Python and SQL, including production code and relational database development and support.
- Experience with large, complex financial datasets, scalable data pipelines, analytical tools, and production reporting.
- Strong analytical, problem-solving, communication, and independent delivery skills.
- Industry-relevant experience is typically 8+ years.
- Employment visa sponsorship and STEM OPT participation are not provided.
Nice to have
- Hands-on QRM software experience and knowledge of QRM valuation, economic value of equity, duration of equity, net interest income, key-rate risk, and balance sheet forecasting.
- Master’s degree or higher in a related quantitative discipline.
- Experience in ALM, balance sheet management, treasury, market risk, or interest rate risk.
- Knowledge of financial statements, balance sheet products, derivatives, and interest rate risk concepts.
- Experience with Java and C# in addition to Python.
Culture & Benefits
- In-office work environment with a focus on collaboration and employee inclusion.
- Medical, prescription, dental, vision, life, and disability coverage options.
- 401(k) matching, pension, stock purchase plans, and dependent care support.
- Educational assistance, wellness programs, paid holidays, leave, and 15–25 vacation days depending on career level.
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