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ALM Market Risk

  • Job type: Permanent
  • Location: North Carolina
  • Salary: US$100000 - US$130000 per year + Competitive
  • Job reference: 297911/001_1555452594
  • Sector: Selby Jennings, Risk Management
  • Date posted: 16/04/2019

A leading American investment bank is building out their Asset Liability Management Risk team and is looking for an ALM Risk Management professional to join! This person will be reporting directly to the head of the group, in a high exposure role, focusing on initiative pertaining to the whole balance sheet. This group offers a great opportunity for exposure, as you will be working alongside the Market and Counterparty Risk groups, and supporting the Investment Portfolio Risk and Balance Sheet Risk teams too!

Some of What You Will Be Doing:

Independently developing insight into key assumptions used in OCI risk management

Closely interacting with QRM experts within ALM Risk Analytics, influencing QRM decisions

Assisting with new risk initiatives by doing ad-hoc analyses using prototypes, modelling or data analysis

Working with the development team, identifying and building out enhancements to models

What We Need From You:

At least three years of experience working in trading, capital markets or as a desk analyst

Strong Python, SAS, and Microsoft Office Skills

Strong Analytical Skills and attention to detail

Prior experience with QRM and/or PolyPaths

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