Für Recruiter

Treasury Risk Analytics Manager– ALM, Convexity, Duration

Analytic Recruiting Inc.
Dallas, USA
Gepostet vor 20 Tagen Flexibel Permanent Competitive
J
Gepostet von
Jim Geiger
Executive Recruiter
Dallas-based Banking firm is looking for a Treasury Risk Analytics Manager with direct experience in the ALM area and strong interest rate risk knowledge including bond math, convexity, and duration of fixed income assets. This position will lead, develop, and manage a risk and analytics team that will implement ALM models, and manage regular reporting and analytics processes for the bank’s retail and commercial lending portfolios as well as the investment portfolio which includes residential mortgage assets.Familiarity with ALM systems like Bancware, Empyrean, QRM is strongly preferred.

Responsibilities:

  • 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:

  • 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.
  • The role requires experience working with ALM systems like Bancware, Empyrean or QRM
  • Excellent people management, project management and strong communication skills are also required.

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

Job ID  JEG-24518
Mehr Jobs von Analytic Recruiting Inc.
Analytic Recruiting Inc.
Quantitative Credit Risk Research – Financial Risk Management - Recent Grad
Analytic Recruiting Inc.
New York, USA
vor 25 Tagen Full time Competitive
Analytic Recruiting Inc.
Quantitative Modeler - RMBS, CMBS, ABS
Analytic Recruiting Inc.
Dallas, USA
vor 25 Tagen Full time $140k - $175k
Analytic Recruiting Inc.
Treasury Manager Valuation and Rate Analytics - RMBS, CMBS, ABS
Analytic Recruiting Inc.
Dallas, USA
vor 25 Tagen Full time $140k - $175k
Analytic Recruiting Inc.
Business Analyst - Hedge Fund
Analytic Recruiting Inc.
Dallas, USA
vor 25 Tagen Full time Competitive
Analytic Recruiting Inc.
Derivatives Hedge Accounting SME- Remote
Analytic Recruiting Inc.
New York, USA
vor 13 Tagen Full time Competitive
Analytic Recruiting Inc.
Investment Performance and Risk Analyst - Hybrid and Remote
Analytic Recruiting Inc.
Boston, USA
vor 25 Tagen Full time Competitive
Analytic Recruiting Inc.
Proprietary Trading Desk Systems and Operations Analyst- SQL, Perl, Python
Analytic Recruiting Inc.
Chicago, USA
vor 1 Tag Full time Competitive
Analytic Recruiting Inc.
Private Equity Financial Reporting Analyst
Analytic Recruiting Inc.
Denver, USA
vor 3 Tagen Full time Competitive
Analytic Recruiting Inc.
Quantitative Equity Researcher -Python -Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
vor 3 Tagen Full time Competitive
Analytic Recruiting Inc.
Quantitative Git Developer Python - Equity Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
vor 5 Tagen Full time Competitive
Ähnliche Jobangebote
Selby Jennings
Data Scientist - Credit Risk
Selby Jennings
Dallas, USA
Hays Banking & Financial Services Hong Kong
Credit Risk Analytics, International Bank (Well Reputation)
Hays Banking & Financial Services Hong Kong
Hong Kong
Aston Carter
Model Risk Management Analyst
Aston Carter
London, United Kingdom
Cargill Asia Pacific Holdings Pte Ltd
Senior Risk & Financial Analyst, Trade & Capital Markets
Cargill Asia Pacific Holdings Pte Ltd
Singapore