3 дня назад
Asset Liability Analyst II
88 221 - 132 331$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Asset Liability Analyst II (Asset/Liability Management): Analyzing balance sheet, net economic value, and net interest income forecasts for capital planning and stress testing with an accent on interest rate risk, financial modeling, and data integrity. Focus on running ALM simulations, refining model assumptions, reconciling subsystem data, and reporting key drivers and risk metrics to senior management.
Location: Tustin, California, United States
Salary: $88,221–$132,331 per year
Company
is a credit union focused on financial services and serving its members.
What you will do
- Prepare and analyze balance sheet, net economic value, and net interest income forecasts across multiple scenarios.
- Monitor and report interest rate risk exposure using asset/liability management software, scenario analysis, and stress testing.
- Run simulations to calculate market value, effective duration, and other balance-sheet metrics.
- Develop and refine ALM model assumptions, including prepayment speeds, deposit decay rates, and deposit betas.
- Manage, reconcile, validate, and maintain data, model parameters, and account attributes for monthly ALM processes.
- Prepare detailed reports for senior management and support senior analysts while guiding entry-level analysts.
Requirements
- High school diploma or GED required.
- Bachelor’s degree in a related field or equivalent experience required.
- 3–5 years of relevant professional experience.
- Strong understanding of financial principles and asset/liability management.
- Working knowledge of financial systems such as Bancware or ZM Desk, plus intermediate financial modeling and analysis skills.
- Proficiency in Microsoft Office, data management, data mining, and SQL coding, with strong analytical and communication skills.
Culture & Benefits
- Full-time schedule of 40 hours per week.
- Commitment to diverse, equitable, and inclusive hiring.
- Employment subject to regulatory compliance and required training, including applicable BSA requirements.
- Participates in E-Verify.
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