Accessibility Links

ALM Analytics - Investment Bank

  • Job type: Permanent
  • Location: Charlotte, North Carolina
  • Salary: US$120000 - US$165000 per year + bonus
  • Job reference: 295131/001_1554418548
  • Sector: Selby Jennings, Risk Management
  • Date posted: 04/04/2019

ALM Analytics - Investment Bank

Premier North American Investment bank is seeking a hands-on ALM Analyst at the senior AVP level to join a dynamic risk management team that is responsible for Structural Market Risk. The investment bank has one of the strongest working cultures in the industry and is recognized as a leader in providing excellent career progression, benefits, and work/life balance.

The incoming individual will be expected to develop comprehensive oversight of structural market risks for the firm while cultivating a deep understanding of balance sheet risk. In a rising interest rate environment, this function will be instrumental in delivering proper risk management functionality for the investment bank across various stakeholders.

On a day to day, the incumbent will spearhead interest rate risk analysis while also analyzing modelling assumptions used to model structural market risk. These could include deposit lives, behavioral assumptions, valuations, and so forth. On a day to day, they will design meaningful stress scenarios for key assumptions and be expected to institutionalize the use of stress test results while providing effective challenge.

Responsibilities

  • Perform interest rate risk analysis for the banking book, EVE calculations, EE, etc.
  • Develop stress scenarios for key assumptions and provide effect challenge as needed
  • Asses the appropriateness of key assumptions
  • Serve and function as the second line of defense of structural market risk/liquidity risk

Requirements

  • 3-12 years experience in structural market risk, 1st or 2nd line liquidity risk, or market risk team covering interest rates
  • Understanding of interest rate risk for the banking book
  • Experience in designing liquidity stress scenarios and methodologies
  • Knowledge of balance sheet management systems, QRM a plus
  • Programming expertise is a plus
Similar jobs
Sr. Quantitative Model Developer
  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$95000 - US$120000 per year + bonus
  • Description A regional bank in the Los Angeles area is looking for a Sr. Quantitative Analyst to join its Model Validation team. As an individual contributor to this expanding branch
SVP, Enterprise Risk Management
  • Job type: Permanent
  • Location: Charlotte, North Carolina
  • Salary: Negotiable
  • Description My client, is seeking a seasoned risk management professional to assist in the overall development of the bank's Enterprise Risk and Operational Risk management program
Buy Side Risk Manager
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$120000 - US$160000 per year + Competitve
  • Description A leading hedge fund sponsor is looking for an ambitious and driving risk analyst to join their intimately sized team! This firm is responsible for launching and managing hedge funds
VP Quantiative Model Development
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$130000 - US$175000 per year + Competitive Bonus
  • Description A Tier one Global Investment Bank is looking to hire an experienced VP on their Quantitative Credit Risk Model Development team in San Francisco. They are looking for candidates with over 5 years of
Equity Pricing Model Validation Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$160000 per year
  • Description Pricing Model Validation Associate An established global Investment Bank is searching for an intelligent and professional Pricing Model Validation Associate to join their Market Risk Department on the