ALM Strategist


Baltimore, MD

Industry: Financial Services


8 - 10 years

Posted 260 days ago

  by    Kyle Ramkissoon

This job is no longer available.

Job Description Summary

As a member of the Asset Liability Management (ALM) & Hedging, works with senior staff to solve business problems using quantitative analytics, software engineering, statistics, economic analysis, finance and accounting disciplines.

Job Description

?        Devise, document and implement conceptual and quantitative models to solve business problems.

?        Gather pertinent information and data sources across disciplines to formulate solutions.

?        Architect, design and Implement software using an agile approach.

?        Coordinate with the IT team the adoption of systems in the production environment.

?        Responsible for producing and presenting departmental level analysis to mid-level management.

?        Develop and maintain subject matter expertise required to advise businesses management.

?        This role may include work in ALM, modeling, research, trading/hedging strategies.

?        The role requires design and implementation of software.

?        General quantitative modeling utilizing Monte Carlo simulations both in risk-neutral setting for pricing and real-world setting for scenario analysis.


?        Masters in mathematics, actuarial science, finance, economics, physics, computer science or engineeringwith at least 7years relevant work experience

?        OR Bachelor?s degree and FSA/CFA/Equivalent Designation plus 7 years relevant work experience

?        OR Bachelor?s degree plus 10 years relevant work experience.

?        Communication skills to convey complex information to business both verbally and in writing at an appropriate level of detail for each audience

?        Expertise on object oriented programming in C++, Ruby and Python on Linux

?        Expertise on developing on Linux

?        Experiencewith open source

?        Working knowledge of SQL


?        Ph.D.

?        Experience in financial services industry

?        Knowledge of equity, fixed income, credit, and derivative instruments

?        Experiencewithbig data analytics


Behavioral & Leadership Competencies

?        Must possess excellent understanding of investment and finance concepts, and be able to creatively apply them in solving analytical problems in the business setting.

?        Should have an excellent understanding of investment and insurance products.

?        Must possess excellent communication skills.

?        Acting as one fosters an environment of positive collaboration

?        Accountability allows us to own the problem as well as the solution

?        Agility inspires new ideas, innovation and challenges the status quo

$150K - $400K