Associate ALM / Market Risk Governance recruitment
Responsibilities:
• Assist in the research and analysis into issues involving market risk, basis risk, curve exposure and foreign exchange risk.
• Development of quantitative and empirically supported risk targets for interest rate risk to include duration and convexity targeting, and risk positioning along the curve relative to established risk limits.
• Integral part of the FAS 133 compliant strategy development including researching FAS 133 accounting implications.
• Recommend and enhance existing risk measurement methodologies to provide greater line of sight to market risk drivers.
• Collaborate on cross-functional Treasury imperatives including project management initiatives.
Play a leadership role in integration activities involving bank acquisitions.
• Work with team and independently to identify market risks and opportunities and to develop and recommend strategies.
Requirements:
• 5 years of experience in Asset/Liability Management (ALM) and/or Capital Markets
• In-depth understanding of bank asset/liability management practices including knowledge of credit cards, complex mortgage securities, deposits, and securitizations
• Prior experience with QRM
• FAS 133 Hedge Accounting knowledge
• Excellent communication and presentation skills
• Master’s Degree in Statistics, Economics, Industrial Engineering or Operations Research
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
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