> job detail
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👽Other
Jr Asset Liability Management Analyst
Valley National · Paramus, NJ, USA
// classified as
Other (Adjacent or hard to classify.)
posted
1d ago
location
Paramus, NJ, USA
languages
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tools
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> description
Responsibilities include but are not limited to:
- Load, reconcile, and validate balance sheet data within the Bank's ALM modeling platform (Empyrean) and provide interest rate risk and balance sheet analytics.
- Prepare the Bank's monthly Asset Liability Committee (ALCO) reporting package.
- Conduct monthly assumption monitoring and sensitivity analyses.
- Monitor compliance with Asset Liability Management policies, limits, and risk thresholds, escalating exceptions and data concerns.
- Manage the schedule for assumption studies, model validations, sensitivity analyses, and ALM reporting requirements.
- Prepare analysis and presentations on interest rate risk results, including support for assumption development, documentation, and model updates.
- Provide analytical support for Treasury, Finance, and ALM initiatives, including ad hoc balance sheet, funding, and profitability analyses and projects.