ALM Risk Manager San Francisco, CA

ALM Risk Manager

 

 

Job ID: Job-2511

Job Title:      ALM Risk Manager

location:       San Francisco, CA

Jobtype:        Permanent

Rate:  

Primary Skills:

Description:   

Qualifications

7+ years experience in the analysis of asset liability management and 5+ years management experience.

Excellent analytical and modeling skills

Working knowledge of systems

Strong knowledge of corporate finance, capital markets and financial instruments

Outstanding leadership skills

Ability to present complex information to senior leaders

 

Preferred Skills

CFA or Masters in Finance/Business Preferred. QRM experience preferred. Experience with valuation models, fixed income securities and derivatives pricing, hedging under ASC 815, borrower and/or depositor behavior modeling

 

- Manage a staff of ALM professionals for modeling and reporting long-term interest rate risk measures (EVE, Duration Gap, Economic Capital). The function includes the monitoring of the firm s exposure to basis, option, re-price, and spread risk from valuation perspective.

- Contribute and lead efforts ensuring the ALM framework for the firm, including all tools, models, processes, management teams and staff produces strong and robust risk identification, measurement, and reporting of the Company s economic exposures and expected earnings volatility.

- Manage the quarterly fair value analysis process for the loan book (FAS 107 valuations) and other portfolios. Partner with business unit ALM functions / ALCOs validating pricing assumptions, analyzing individual balance sheet behaviors and strategic actions, and ensuring they are appropriately captured in ALM risk models.

- Partner with QRM Operations and other balance sheet analysis functions within Corporate ALM to meet objectives

- Evaluate and recommend risk mitigation strategies and potential hedges. Oversee the ASC 815 (previously FAS 133) analytics and monthly deliverables

- Act as technical expert on highly complex quantitative analysis

- Partner with business unit finance teams, Corporate FP&A, Credit, and ALM team members focused on stress testing to ensure the ALM model is appropriately designed and leveraged to project the balance sheet and net interest income in macro and targeted stress test exercises including CCAR / DFAST. Includes contribution to assumption development / challenge

 

Email resume in Word to JeffAltman@TheBigGameHunter.us. Please include the job code for the position with your resume. NOTE: WE WILL ONLY RESPOND IF YOUR RESUME APPEARS TO FIT A ROLE

 

NO RELOCATION. NO OVERSEAS RESUMES. NO 3RD PARTIES. Applicants for employment in the US must possess work authorization which does not require sponsorship from the employer for a visa.

 

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