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Quantitative Risk Analyst - ALM

Location : San Antonio, Tx
Job Type : Direct
Hours : Full Time
Required Education : BS/MS/PhD
Travel : No
Relocation : Yes

Job Description :
The Financial Risk oversight function independently oversees the Bank’s treasury and ALM (Asset Liability Management) activities including interest rate risk, liquidity risk, price risk, capital management, and earnings adequacy. The position requires understanding funds transfer and economic capital models. Requirements also include ability to assess and analyze financial trends with output communicated in financial dashboards and formally written assessments. This may include running and maintaining various financial models like an ALM model.

  • Performs independent analysis of financial risk profiles and communicates in formally written assessments that capture quantity of risk and quality of risk management practices (Ex: assessment of liquidity risk management practices) as outlined in regulatory requirements 

  • Reviews and challenges key ALM model assumptions such as retail loan and investment pre-payment, non-maturity deposit, and new business assumptions

  • Reviews and evaluates Balance Sheet Management strategies

  • Develops clear and concise written analysis of  activities independently performed and communicates conclusions/findings to management committees as directed

  • Evaluates and effectively challenges Risk Appetite limits for interest rate risk, liquidity risk, price risk, and capital adequacy including underlying methodologies and risk budgets

  • Reviews sources and uses reports and independently concludes on the Bank’s liquidity positions

  • Reviews and challenges Bank policies/procedures related to financial risks

  • Contributes to financial risk profiles of proposed new products/services

  • Documenting all work processes and models used for Financial Risk purposes

Required Qualifications :

Minimum Requirements

  • Bachelor's degree in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline required. 4 additional years of related experience beyond the minimum required may be substituted in lieu of a degree.

  • 4 or more years related quantitative analysis experience in a discipline relevant to risk management to include statistical analysis, modeling, mathematics or other quantitative discipline; Or advanced degree/designation in Economics, Finance, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline and 2 or more years work experience in a quantitative discipline relevant to risk management; Or PhD in Economics, Finance, Statistics, Mathematics, or other quantitative discipline



  • 3+ years banking experience (Industry-related analytical experience in interest rate risk/capital/ liquidity management, profitability analysis, product pricing, corporate finance OR other relevant disciplines)

  • Working knowledge in financial regulatory requirements and OCC specific rules/guidance (i.e. Investments, IRR, Liquidity, Capital)

  • Demonstrated experience in aggregating and analyzing various types of data with output to dashboards AND/OR written assessments

  • Strong working knowledge of statistical tools (Essbase, Hyperion, or SAS)

  • Chartered Financial Analyst (CFA)

  • Financial Risk Manager (FRM)

Skills :
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