Treasury Risk Analytics Manager- ALM, Convexity, Duration

Recruiter
Analytic Recruiting Inc.
Location
Dallas, USA
Salary
$170k - $200k
Posted
14 Nov 2022
Closes
15 Nov 2022
Ref
15459524
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Responsibilities:

The main responsibility of this manager role is focused on implementing ALM models, and managing regular reporting and analytics processes.
  • Manage a financial risk program, (people, models, infrastructure) for a major financial firm
  • Build cash flow forecast models in VBA and SQL to include new commercial loans details
  • Manage the monthly Asset Liability reporting and meet monthly with COO, CFO and CRO
  • Perform risk sensitivity and stress testing of the bank's portfolios for liquidity risk analysis

Requirements:
  • Familiarity with ALM systems like Bancware, Empyrean, and QRM is strongly preferred. This role is 100% remote.
  • Candidates must have a quantitative degree (Math, Physics, Financial Engineering)
  • Must have 5+ years of experience in risk management with strong working knowledge of MBS/ABS.
  • Must have proven people management experience in a financial risk management role with a treasury, asset liability management or capital markets firm
  • The role requires demonstrated knowledge of fixed income math concepts: bond math, convexity, duration.
  • The role requires an understanding of prepayment concepts and models, strong technology skills (SQL, VBA) and some model development is a big plus.
  • Excellent people management, project management and strong communication skills are also required.
  • This role is 100% Remote

Keywords: Treasury Risk Management, Balance Sheet, RMBS, ALM, Excel, SQL Prepayment Models, Empyrean, QRM, Liquidity Coverage Ratio

Please send resumes to Jim Geiger jeg@analyticrecruiting.com
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