Senior Risk Analyst, ALM Strategy

Responsibilities:

• Solve, and innovate business problems related to assets, liabilities, and investments through rigorous quantitative approaches.
• Work on ALM strategy initiatives and research, risk appetite assessment and limits, methodology specification for products and liabilities, and credit, market, operational risk, hedging and cash flow models and assumptions.
• Conceptualize, devise, implement, and document quantitative solutions. Quantify the competitiveness of the organization's operations and markets and evaluate the potential impact of changes.
• Provide advanced analytical and statistical proficiency as part of the finance and/or technology capability that resides within the broader ALM function including modeling, research, trading/hedging strategies. Discover business insights and identify opportunities through the use of financial engineering, statistical, algorithmic, and visualization techniques.
• Participate in the asset allocation process and enhance objective functions, constraints, and assumptions for portfolio optimization.
• Contribute to the capital and liquidity analytical developments and earnings-at-risk (EaR) frameworks for strategic and tactical decision making.
• Participate in the company-wide stress testing process, methodology and analysis.

Requirements:

• 4+ years asset / liability management experience within financial services / insurance
• Good understanding of risk methodologies used in banking or insurance industry
• Knowledge and skills necessary for investment analysis, hedging and research.
• Excellent understanding of investment and finance concepts and be able to creatively apply them in solving analytical problems in the business setting.
• People skills to manage/lead projects and the ability to inspire the team and provide insights to ALM colleagues
• Excellent presentation & communication skills
• Bachelor's degree in a technical/quantitative discipline. CFA or FSA preferred

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

Ashton Lane Group® "A trusted advisor throughout your career"