ALM Modeling Specialist

Overview

• Develop and maintain Asset Liability Management (ALM) models, ensuring accuracy and alignment with regulatory requirements and business objectives.
• Conduct comprehensive analysis of financial data, including balance sheets, income statements, and market data, to inform ALM model development and refinement.
• Collaborate with risk management, finance, and treasury teams to integrate ALM models with other risk management frameworks and reporting processes.
• Implement and validate ALM model changes, ensuring compliance with internal policies and external regulations.
• Prepare and present reports on ALM model results, providing insights and recommendations to senior management.
• Participate in model risk management activities, including model validation, documentation, and governance.
• Perform scenario analysis and stress testing to assess the impact of various economic and market conditions on the institution's financial performance and risk profile.