Asset Liability Management Analyst – Washington, DC recruitment

Responsibilities: • Analysis Reporting of monthly the balance sheet’s interest rate risk and liquidity risk position to senior management with clear explanation of key drivers for changes in risk profile • Develop models, validate existing models and perform benchmarking, stress testing, and scenario analysis • Research and implement best practices to model securities, derivatives, and financial assets • Assess and quantify model risk according to regulatory and internal policy guidelines • Partner with Business Lines and Treasury teams to incorporate balance sheet and Read more […]

May 9, 2011 • Tags: , , , • Posted in: Financial • Comments Off on Asset Liability Management Analyst – Washington, DC recruitment