Banking Book Liquidity ALM/QRM

New Yorkonsite

Posted 113mo ago · via Smartrecruiters

See if I'm a fit →Tailor my resume for this role →Apply on Smartrecruiters ↗

About this role

About Banking Book Asset and Liability Management is looking for individuals to join its Americas Modeling and Analytics group. The group's responsibilities include: The development and ownership of modeling methodology for banking book positions, this includes both Earnings at Risk and Economic Value of Equity methodologies. Development and implementation of BB ALM's tool of choice, Quantitative Risk Management (QRM). Documenting the methodology and QRM implementation adherent to internal and regulatory standards. On-going enhancements to BB ALM's reporting and analytical capabilities, ensuring full decomposition and attribution of drivers of change across IRR metrics. Supporting BB ALM and firm strategy through ad-hoc analysis.…

Read the full description on Linium Resources's site →

What we'd score you on

reqspace match rubric

Five dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.

Skills match

For this role: python, matlab, sql

Level fit

We check your title trajectory against the seniority signal of the role.

Domain experience

Your work in the role's domain matters more than your years total. We weight recent and direct experience.

Recency

A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.

Location fit

This role is based in New York. We weight your proximity and willingness to relocate.

Score yourself on this role.

Free · no card · written explanation included

See if I'm a fit →

Skills in this role

Pulled from the job description. These are the keywords we'll weight when scoring your fit.

pythonmatlabsql

More at Linium Resources

See all open jobs at Linium Resources →