Sr. ALM Analyst (Asset Liability Management)

Position: Senior ALM Analyst (Asset Liability Management)

Openings: 1

Duration: Direct Hire

Location: Dayton, OH

Hybrid - Primarily remote (1-2 times per month in office)

Requirements:

• 5 yrs experience in accounting finance or related field. Financial institution is preferred.
• Expert level Excel skills required.
• Bachelor Degree in Accounting or Finance.

Plusses:

• Master’s Degree, Chartered Financial Analyst (CFA) or Financial Risk Manager (FRM) is strong preferred.

Job Description:

An employer is seeking Senior ALM Analyst for a direct hire opportunity in Dayton, OH. The Senior ALM Analyst will use complex models to measure the business' interest rate and liquidity risk positions. This position helps ensure the earnings, interest rate, and liquidity risk remain within established risk appetite and targets.

• Conduct analysis and report production of monthly ALM Model results, including net interest income (NII) and net economic value (NEV) scenario analysis and stress testing. Produce risk attribution analysis to better understand the drivers of interest rate risk on the balance sheet. Ensures proper policies, procedures, risk mitigation activities, and operating controls are followed. Reports gaps in policies, procedures, and operating controls to leadership to ensure member impact and risk is mitigated. (30%)
• Produce accurate liquidity forecasts in conjunction with the ALM model, to understand the sources, uses and sensitivities of funding, and identify any potential stresses. (30%)
• Conduct analysis on key ALM model assumptions and inputs. Recommend model enhancements and reporting improvements, where appropriate. (20%)
• Document and maintain proper procedures on assigned responsibilities to ensure proper controls on quality and integrity of analyses. (15%)
• Other task, duties, or projects as assigned. (5%)