ALM Associate Director recruitment

The Company
The Advisory Services team is composed of experienced consultants working with and drawing on the insight and expertise of our world-class portfolio and valuation technology, as well as with tremendous market experience. The successful candidate(s) will join Advisory Services, a growing team within the organization that provides excellent career opportunities.

The Role
Delivering on ALM services offerings and the ALM model development. Delivering on capital service offerings under the larger context of Basel III. Contributing to developing and enhancing stress testing approach for liquidity and capital. Building upon in-house expertise to perform project execution. Participating in the proposal process for potential engagements. The position present a unique opportunity for highly motivated individuals with some experience in banking industry preferably in the ALM and/or derivatives or Capital management to build a broader expertise within a leading company in the market. Quantitative background is preferred but not essential.

Your Profile
3- 7 years of experience in Banking in either Capital management or ALM; Operational activities, model development and process Deployment. Working Knowledge of the Regulatory framework and its requirements relating to Liquidity and Pillar II. Working knowledge of hedging portfolio strategies and hedging instruments for e.g. Interest Rate Swaps (IRS), Cross Currency Swaps (CCS), Caps, Floors, Swaptions and Options. Ability to communicate effectively technical information to non experts. Experience in working with large/complex data set. Excellent organizational skills and attention to detail and ability to work independently and as a part of the team, multitasking and being able to prioritize. 50% travel required.

Knowledge of basic modeling concepts relating to prepayment Risk (PR), Earnings at Risk (EaR), Liquidity Risk, Funding Risk, Capital adequacy and Interest Rate Risk. Analytical skills with persistence in analytical and problem solving, quantitative approach to understanding problems in finance, experience in credit risk or market risk a plus. Experience on Portfolio Construction and Asset and Liabilities Analysis. Data Management skills.

Main Degree Discipline in Economics or a Business degree or Graduate degree with an emphasis in Finance, Economics, Statistics, Mathematics, Computer Science or related quantitative field. Master in Financial Engineering preferred.

Apply Today
Please send your resume, in WORD format and quote reference number CB7888, by clicking the apply button. Please note that only short-listed candidates will be contacted.