ALM First

Financial Planning and Analysis

• Work within the ALM First ALM Strategy Group and report to the Director of the ALM Strategy Group
• Assist in producing and maintaining investment analytics and associated reporting for fixed income portfolio management
• Load and maintain fixed income security data within the ALM/investment model
• Ensure instrument-level data and model parameters are calibrated consistently with model governance committee policy recommendations
• Execute and process interest rate risk analytics, including effective duration/convexity, NEV, NII, and economic value sensitivity, for client and internal portfolios
• Interpret and validate mortgage/prepayment and interest rate modeling outputs, including OAS-based results
• Identify and document data, system, and modeling issues
• Communicate findings clearly and consolidate technical requirements into actionable development items
• Execute and process liquidity risk analytics, including liquidity stress testing, contingency funding plan support, and monitoring liquidity coverage/reliance metrics
• Analyze investments, monitor markets, and participate in meetings
• Travel occasionally for client meetings, conferences, and company events

Financial Analyst