ALM Strategy Analyst: Fixed Income & Risk Analytics

ALM First Group; Dallas, Northern (TX, KY); Hybrid; USD 65,000 - 90,000; Full time

Job summary

ALM First Financial Advisors is seeking a candidate who will assist in producing and maintaining investment analytics for fixed income portfolio management. The role reports to the Director of the ALM Strategy Group and supports governance of analytics and reporting.

The position emphasizes data loading, calibration, and execution of rate and liquidity analytics with strong communication of findings to stakeholders.

Qualifications

• Bachelor’s degree in finance, economics or related quantitative field preferred.
• Advanced degree or CFA designation is a plus.

Responsibilities

• Load and maintain fixed income data in the ALM/investment model with calibrated parameters as per policy.
• Execute and process interest rate risk analytics (duration, convexity, NEV, NII, EVS) for portfolios.
• Interpret and validate mortgage/prepayment and OAS-based modeling outputs.
• Identify and document data, system and modeling issues; translate findings into actionable items.
• Execute liquidity risk analytics including liquidity stress testing and contingency funding support.

Skills

0-3 years experience

Macroeconomics

Fixed income fundamentals

Communication skills

ALM software

Bloomberg

Education

Bachelor’s degree in finance/economics

Advanced degree / CFA (a plus)

Tools

Bloomberg Terminal

Job description

ALM First Financial Advisors is seeking a candidate who will assist in producing and maintaining investment analytics for fixed income portfolio management. The role reports to the Director of the ALM Strategy Group and supports governance of analytics and reporting.

The position emphasizes data loading, calibration, and execution of rate and liquidity analytics with strong communication of findings to stakeholders.