Senior ALM Analyst: Rate Risk & Liquidity Strategy

vnbcareers; Paramus, New York (NJ, NY); On-site; USD 85,000 - 120,000; Full time

Job summary

Valley seeks a financial analyst specializing in ALM to lead modelling initiatives, including interest rate risk, liquidity risk and balance sheet optimization in Paramus, NJ.

You will gather data on assets and liabilities, develop ALCO reports, test model assumptions, support risk management and audits, and monitor ALM policies. Required skills include Empyrean, IRR modeling, fixed-income analytics, Bloomberg, Excel; 3+ years in financial analysis at a bank; MBA/CFA preferred.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, or related field with 3+ years of financial analysis and risk management experience.
• Experience with ALM modeling and ALCO reporting is preferred.
• Strong command of capital markets concepts and fixed-income analytics.

Responsibilities

• Lead ALM modelling initiatives including interest rate risk, liquidity risk and balance sheet optimization.
• Gather and analyze data on assets and liabilities across scenarios.
• Develop reports and ALCO materials communicating performance, risks, and strategy recommendations.
• Test model assumptions including loan prepayments, deposits, and betas.
• Support finance, risk management, internal audit and examiners on ALM discussions.
• Monitor and update ALM policies and thresholds.

Skills

IRR modeling

ALM

Fixed-income analytics

Capital markets

Statistics

Credit risk

Stress testing

Excel

R coding

Communication

Education

Bachelor's Degree in Finance/Economics

Tools

Empyrean

Bloomberg

Power BI/Tableau

Job description

Valley seeks a financial analyst specializing in ALM to lead modelling initiatives, including interest rate risk, liquidity risk and balance sheet optimization in Paramus, NJ.

You will gather data on assets and liabilities, develop ALCO reports, test model assumptions, support risk management and audits, and monitor ALM policies. Required skills include Empyrean, IRR modeling, fixed-income analytics, Bloomberg, Excel; 3+ years in financial analysis at a bank; MBA/CFA preferred.