Qualifications

• Bachelor's Degree in Accounting, Finance, Economics, Mathematics, or related field and at least 3 years of financial analysis and risk management experience.
• Familiarity with the Empyrean modeling solution and other ALM platforms.
• Proficient in interest rate risk modeling and balance sheet dynamics.
• Strong knowledge of capital markets, mortgage-backed securities, and structured products.
• Excellent verbal and written communication skills with the ability to present complex data succinctly.
• Working knowledge of credit risk, capital stress testing and relevant banking regulations.
• Proficient in Microsoft Excel; experience with Power BI or Tableau is a plus.

Responsibilities

• Lead ALM modeling initiatives, focusing on interest rate risk, liquidity risk, and balance sheet optimization.
• Analyze data on assets and liabilities under various economic scenarios.
• Develop reports and presentations for financial performance, risks, and strategic recommendations.
• Prepare, document, and test model assumptions related to loan prepayment and deposit decay.
• Support finance and risk management discussions, incorporating feedback into models.
• Monitor and update policies and thresholds for Asset Liability Management.
• Stay informed on current trends, regulations, and issues affecting ALM.

Benefits

• Engagement in diverse financial analyses and risk management activities.
• Opportunity for professional growth through evolving skill sets.
• Collaboration with various departments including finance, risk management, and internal audit.
• Access to advanced data modeling tools such as Empyrean and Bloomberg.