Risk Analyst – Asset Liability Management
Are you a versatile self-starter with demonstrated ability to take initiative and work independently with attention to detail? Then, apply now!
Working with one of our top financial clients this role calls for a Risk Analyst – Asset Liability Management who will be responsible for managing non-trading market risk valuation and reporting process, providing insights into interest rate risk measurement and participating in TBSM projects by utilizing TBSM models and assumptions. The ideal candidate possesses strong communication, presentation, analytical, problem solving, and collaborative skills.
- Manage the company's non-trading book market risk measurement metrics and ensure the financial position risks are accurately and completely captured and understood on a daily basis.
- Work closely with the TBSM Front Office, Modelling and Technology Support team to analyze, recommend and implement the new models and assumptions.
- Ensure that all TBSM models, assumptions and limitations are understood, documented and approved for the company's book's products.
- Manage internal and external initiatives and projects and engage internal stakeholders to ensure the project issues are addressed and able to deliver.
- Provide valuation services to support risk reporting, corporate development projects, the company's internal and external regulatory reporting and new business initiatives.
- Execute infrastructure changes with regards to the implementation of new/revised framework, new products or processes and ensure that changes are executed per internal change control procedures and EUC standards.
- Display a thorough operational understanding of TBSM systems including the change management process.
- Foster and maintain effective working relationships with business partners.
- Understand and comply with company policies, regulatory and compliance requirements.
Desired Skill Set:
- Undergraduate degree in Finance, Math, Business, or Economics.
- Experience working with Excel.
- Experience working with capital market instruments including bond and interest rate derivatives.
- Experience working with risk measurement and valuation concepts.
Nice to Have:
- MBA, CFA, FRM, CA, and/or CMA Certifications.
- Experience working with SQL and simple queries.
- Experience working with retail banking product features and characteristics.
- Financial service or consulting practice experience in the areas of Asset Liability Management, risk management accounting and/or finance.
BeachHead is an equal opportunity agency and employer. We advocate for you and welcome anyone regardless of race, colour, religion, national origin, sex, physical or mental disability, or age.