ALM & QRM Modeling Specialist (EaR/EVE)

Linium Resources; New York (NY); On-site; USD 150,000 - 160,000; Full time

Job summary

Linium Resources is seeking individuals for its Americas Modeling and Analytics group, focusing on Banking Book Asset and Liability Management. Candidates should have at least 2 years of experience with QRM for ALM Modeling and a strong background in Balance Sheet/Product Modeling.

This role involves the ownership of modeling methodologies, implementing QRM, and enhancing reporting capabilities. A knowledgeable understanding of EaR and EVEaR analysis is essential, alongside familiarity with various modeling tools like SQL and Python.

Qualifications

• Minimum 2 years experience with QRM for ALM Modeling.
• Strong understanding of Balance Sheet/Product Modeling.
• Intimate knowledge of EaR and EVEaR analysis and reporting.

Responsibilities

• Develop and own modeling methodology for banking book positions.
• Implement BB ALM's tool of choice, QRM.
• Enhance BB ALM's reporting and analytical capabilities.

Skills

QRM for ALM Modeling

Balance Sheet/Product Modeling

EaR and EVEaR analysis

Data requirements for modeling

Understanding of markets

Modeling tools (SQL, SAS, Matlab, Python)

Job description

Linium Resources is seeking individuals for its Americas Modeling and Analytics group, focusing on Banking Book Asset and Liability Management. Candidates should have at least 2 years of experience with QRM for ALM Modeling and a strong background in Balance Sheet/Product Modeling.

This role involves the ownership of modeling methodologies, implementing QRM, and enhancing reporting capabilities. A knowledgeable understanding of EaR and EVEaR analysis is essential, alongside familiarity with various modeling tools like SQL and Python.