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Sr. Quantitative Risk Analyst, ALM

Location : San Antonio, TX
Job Type : Direct
Hours : Full Time
Travel : No
Relocation : No

Job Description :

The Sr Quantitative Risk Analyst, Asset Liability Management conducts and develops quantitative and analytic models, assessments and/or applications in support of risk management efforts that assess the market and identify risks and gaps in existing or proposed processes. Applies diverse methodologies and deep experience in a variety of disciplines to identify and solve complex and/or undefined risk problems. Works with leadership to remediate gaps and improvements identified between existing practices and regulatory requirements.

Job Requirements

  • Utilizes advanced analytics to assess future risk, opportunities, and effectiveness. Translates results into meaningful solutions to enhance decision making. May present findings to various levels of leadership.

  • Applies advanced knowledge and industry best practices to quantify risk and aggregate exposures. Develops complex systems and programs that measure aggregate risk exposures.

  • Engages in model validation and produces model validation reports

  • Applies innovative and scientific/quantitative analytical approaches to draw conclusions and make recommendations to answer business objectives and drive change. Translates recommendations into communication materials to effectively present to colleagues for peer review and management.

  • Applies advanced knowledge to produce advanced analytical material for discussions with cross-functional teams to understand complex business objectives and influence solution strategies.

  • Provides mentorship to other team members in the peer review process.

Minimum Requirements

  • 5+ years related quantitative analysis experience in a discipline relevant to risk management OR PhD AND 2+ years work experience in a quantitative discipline relevant to risk management


  • Extensive work experience in a position directly related to asset liability management or interest rate risk management in an insurance or banking institution.

  • Experience with bank or life insurance asset liability systems and industry-standard software (such as QRM, Bancware, Prophet, GGY Axis, Towers Watson etc.).

  • Certified Financial Analyst (CFA) designation or current CFA candidate.

  • Financial Risk Manager (FRM) designation or current FRM candidate.

  • Familiarity with bank, life and/or annuity product structures.

  • Fluent in all major areas of financial risk management to include income statement, balance sheet, liquidity, risk, capital, pricing and cash-flow modeling techniques

  • Strong knowledge of modeling and valuation of fixed income instruments and/or derivatives.

  • Masters or PhD in a quantitative discipline, or post graduate qualifications in a relevant field


Required Qualifications :
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