Senior Asset Liability Management Analyst (HYBRID)

Job description

This role leads complex analysis and reporting activities related to balance sheet risk, using advanced expertise in liquidity, interest rate, and structural risk management. This role drives improvements in processes, models, and reporting and serves as a knowledgeable resource for peers and cross-functional partners. Job Duties: - Performs advanced evaluations of liquidity, interest rate, FX, and balance sheet risks, identifying emerging exposures and recommending mitigation approaches. - Designs and enhances financial models to assess structural balance sheet behaviors and scenario impacts. - Execute, maintain, and oversee ALM and liquidity model runs, ensuring accuracy of inputs, consistency of configurations, robustness of controls, and reliability of outputs through documented review processes. - Develop and recommend balance sheet, pricing, funding, and risk mitigation strategies based on analysis of earnings, capital, liquidity, and risk trade offs. - Produces high quality analysis and reporting materials for senior leadership, regulatory authorities, or rating agencies, interpreting complex results and implications. - Partners across functions to solve multifaceted or cros...