ALM/Credit Risk-DFAST Bank Treasury Risk Modeler (Remote)Job ID (22651)
- Charlotte, NC, USA
- Festanstellung, Vollzeit
- Analytic Recruiting Inc.
- 19 Feb 18 2018-02-19
Major Bank Asset-Liability Management Consulting Firm is looking for an experienced Credit Risk/ALM risk modeler to direct and review DFAST model validations. The firm has a national practice and is considered an industry leader in providing quantitative analysis for Commercial Banks and Credit Unions balance sheet behavior and exposures.
The firm will allow candidates to work remotely from anywhere in the US.
- Manage comprehensive ALM model validations and balance sheet risk related projects
- Provide DFAST/CCAR model validations for Commercial Banks, Credit Unions and Community Banks
- Direct the independent review of financial risk models, including models owned and operated by Corporate Treasury to manage the bank's core QRM asset liability management (ALM), funds transfer pricing (FTP), and liquidity risk management systems and processes
- Provide expert analysis of balance sheet data
- Provide solutions and guidance for ALM, Credit Risk, Liquidity Risk and Balance Sheet model risk strategy, policy, governance and assessment.
- Manage client engagements and projects
- Serve as the Firm’s Point of Contact for ALCO Balance Sheet and DFAST stress testing projects.
- The Candidate must have 5-7 years of experience working directly with ALM solutions at a major US Financial Institution
- Must have hands on experience working on or managing DFAST model risk management regulatory reviews
- Demonstrated experience with third party vendor statistical models such as BancWare, QRM, Empyrean Solutions and legacy Sendero products.
- Must be familiar with bank balance sheet compliance standards and regulatory reporting
- Must have superior writing and oral communication skills
- The firm will allow candidates to work remotely from anywhere in the US.
This role is for someone who is looking for work/lifestyle change, who is passionate about ALM and balance sheet risk management at a bank, enjoys working with clients, enjoys educating clients on changing ALM concepts and strategies and wants to leverage his or her experience working with other similar financial firms.
Keywords: Asset-Liability Management, CCAR, DFAST, Model Validation, Commercial Bank, Credit Unions, Model Review, Model Governance, Consulting, Balance Sheet Management
Refer to Job #22651- and email MS Word attached resume to Jim Geiger, JEG@analyticrecruiting.com