ALM & Balance Sheet Analyst — Data-Driven Risk & Analytics

Jobtailor; New York (NY); On-site; USD 90,000 - 110,000; Full time

Job summary

Jobtailor in New York, NY is seeking an ALM analyst to perform monthly balance sheet valuations and analyze interest rate risk exposure. You will own liability categories, produce daily analytics, and support risk, audit, and regulatory requests.

The role emphasizes data aggregation, model enhancements, and automation with AI-driven opportunities, requiring strong analytical and communication skills and 2+ years of relevant experience.

Qualifications

• Bachelor's degree in finance, accounting, economics, mathematics, computer science, or similar.
• 2+ years of relevant professional experience typically required.
• Moderate experience with SQL and Microsoft Excel.
• Strong analytical, problem-solving, and communication skills.
• Ability to explain technical concepts to business and risk stakeholders.
• Demonstrated attention to detail.
• Ability to manage independent, time-sensitive deliverables.
• In lieu of a degree, a comparable combination of education, job-specific certification(s), and experience may be considered.
• Prior experience in ALM, balance sheet management, treasury, market risk, or interest rate risk preferred.
• Hands-on experience with Quantitative Risk Management (QRM) software preferred.
• Knowledge of QRM valuation, EVE, duration of equity, NII, key-rate risk, forecasting, analytics, reporting, and output structures preferred.
• Understanding of financial statements, balance sheet products, and interest rate risk concepts preferred.
• Experience or interest in AI for automation purposes preferred.
• No employment visa sponsorship or STEM OPT participation.
• No required certifications or licenses.

Responsibilities

• Perform monthly valuation of products on PNC's balance sheet and analyze resulting interest rate risk exposure.
• Ensure proper capture of balance sheet data, understand position change drivers, and ensure proper model setup and attribution of model changes.
• Produce daily balance sheet analytics.
• Own liability categories including transaction deposits, time deposits, borrowings, and other liabilities.
• Produce timely deposit data and analytics packages.
• Communicate changes and elevate issues to senior managers.
• Support requests from market risk, model risk, audit, and external regulators.
• Maintain technical documentation, operating procedures, controls, and backup coverage for critical processes.
• Collaborate with the modeling team on model enhancements.
• Identify and implement automation and AI-driven opportunities while maintaining controls, transparency, and production stability.
• Conduct financial analysis, research, due diligence, statistical analysis, and report preparation.
• Participate in stress testing efforts.
• Research and collect information for PNC's balance sheet.
• Perform data aggregation and quality assurance for management reporting.
• Prepare and aggregate data for modeling activities.
• Reconcile and quality-review data.
• Consult with lines of business on ALM requirements.

Skills

Analytical

Problem-solving

Communication

Attention to detail

Time management

Stakeholder communication

Data analysis

Education

Bachelor's degree in finance, accounting, economics, mathematics, computer science, or similar

Tools

SQL

Microsoft Excel

Job description

Jobtailor in New York, NY is seeking an ALM analyst to perform monthly balance sheet valuations and analyze interest rate risk exposure. You will own liability categories, produce daily analytics, and support risk, audit, and regulatory requests.

The role emphasizes data aggregation, model enhancements, and automation with AI-driven opportunities, requiring strong analytical and communication skills and 2+ years of relevant experience.