Senior ALM Analyst: Balance Sheet Risk & Modeling Lead

Valley Bank; Paramus (NJ); On-site; USD 120,000 - 170,000; Full time

Job summary

Valley Bank seeks a Senior ALM Analyst to support balance sheet risk management, modelling interest rate risk, liquidity risk, and stress testing. You will independently run key ALM processes, develop model assumptions, and deliver insights for strategic decisions.

You will communicate with cross-functional partners, prepare monthly ALCO materials, and mentor junior analysts while staying current on regulatory trends and market developments.

Qualifications

• Bachelor's degree in Accounting, Finance, Economics, Mathematics, Business or related field.
• Minimum 3 years of financial analysis and risk management experience in a financial institution.
• Experience with ALM modelling and risk reporting preferred.

Responsibilities

• Lead ALM modelling initiatives including interest rate risk and liquidity risk.
• Analyze assets and liabilities under various scenarios.
• Prepare ALCO reports and management presentations.
• Maintain ALM policies and thresholds.

Skills

Interest rate risk

Balance sheet dynamics

Fixed-income analytics

Capital markets

MBS & CMOs

Statistics

R coding

Excel

Mortgage analytics

Education

Bachelor's degree in Finance/Accounting

Tools

Empyrean

Bloomberg

Power BI

Tableau

Job description

Valley Bank seeks a Senior ALM Analyst to support balance sheet risk management, modelling interest rate risk, liquidity risk, and stress testing. You will independently run key ALM processes, develop model assumptions, and deliver insights for strategic decisions.

You will communicate with cross-functional partners, prepare monthly ALCO materials, and mentor junior analysts while staying current on regulatory trends and market developments.