Senior ALM Modeling & Risk Analytics Lead

Green Horse Energy; Abu Dhabi; Remote; AED 180,000 - 240,000; Full time

Benefits offered by this job

Fully remote

Job summary

Green Horse Energy is seeking a Senior Asset Liability Modeling Specialist to develop and maintain ALM models evaluating balance sheet risks, interest rate sensitivity, liquidity, and long-term financial stability. The role collaborates with treasury, finance, actuarial, investment, and risk teams to improve modeling accuracy and governance.

The candidate will lead model development, validation, and stress testing, with a focus on data quality, governance, and actionable management insights in a

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Statistics, Actuarial Science, Financial Engineering, or related discipline. A master's is advantageous.
• Professional qualifications such as CFA, FRM, PRM, actuarial credentials, or equivalent are preferred.
• Significant experience in asset-liability management, balance sheet risk, quantitative modeling, treasury risk, or financial risk analytics.
• Strong understanding of ALM principles, interest rate risk, liquidity risk, balance sheet dynamics, and cash flows.

Responsibilities

• ALM model development: develop, maintain, and validate quantitative models of assets and liabilities, cash flows, and funding.
• Interest rate risk modeling: analyze risk in the banking book and projected NII under rate scenarios.
• Balance sheet analysis: evaluate structures, maturities, repricing, duration gaps, and concentration risk.
• Cash flow projection: build models with contractual payments, prepayments, reinvestment assumptions, and runoff.
• Scenario analysis and stress testing: design and run storms in rates, liquidity, and funding costs.
• Behavioral modeling: develop assumptions for non-maturity deposits, withdrawals, prepayments, and redemptions.
• Liquidity and funding analysis: assess gaps, liquidity profiles, encumbrance, and stressed funding needs.
• Model calibration and validation: calibrate parameters, test against history, assess performance, investigate deviations.
• Risk measurement: compute duration, convexity, repricing gaps, earnings sensitivity, and other ALM risk metrics.
• Data quality and integrity: validate inputs, reconcile data, investigate anomalies, ensure traceability.
• Risk reporting: prepare ALM reports, sensitivity analyses, scenario results, and dashboards.

Job description

Green Horse Energy is seeking a Senior Asset Liability Modeling Specialist to develop and maintain ALM models evaluating balance sheet risks, interest rate sensitivity, liquidity, and long-term financial stability. The role collaborates with treasury, finance, actuarial, investment, and risk teams to improve modeling accuracy and governance.

The candidate will lead model development, validation, and stress testing, with a focus on data quality, governance, and actionable management insights in a