Reports To: Manager – Risk Management Analytics & Validations
Evaluation of the reasonableness, accuracy and appropriateness of clients’ ALM and liquidity models and related modeling processes. Technical point of contact for assigned projects. Oversee successful completion of projects assigned.
- Analyze: Discover how financial institutions identify, measure, monitor and control interest rate risk and/or liquidity risk.
- Evaluate: Assess the process and identify institution-specific strengths and weaknesses.
- Improve: Provide recommendations to management that enhance and improve the processes and the decision-making effectiveness of the ALCO.
- Documentation: Analyze results and recommendations will be documented and communicated to the client. Communication will be required in both written and verbal methods. Each review requires some manner of close-out call and/or presentation with client stakeholders where the results of the validation are presented.
- Project Management: Oversee multiple projects to successful completion.
- Technical Proficiency: Maintain a high level of technical expertise and current knowledge of regulations, trends and developments related to asset/liability management, liquidity risk management and the banking industry overall.
- Client Management: Work one-on-one with clients to ensure satisfactory completion of all projects. Engage with all levels of stakeholders at the client institution (modeler, model manager, ALCO, board, etc.) in various forms of communication (written, phone, WebEx, presentations, etc.). Requires effective communication and time management skills.