SR Asset & Liability Management Analyst

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Job description

Overview:
Compensation: $88,000 - $148,000 based on experience and credentials

Location Type: Remote
Position Type: Full Time

The Senior ALM Analyst oversees the execution of Suncoast Credit Union's asset-liability management model to support the management of regulatory deliverables such as Interest Rate Risk, Liquidity Risk, Balance Sheet Management Strategies, and Capital Stress Testing. This individual plays an integral role in the capital planning function, responsible for key inputs to support risk management and financial decision-making. Key responsibilities include the ongoing development, calibration, back-testing, and documentation of model assumptions. An ideal candidate has technical quantitative expertise with a strong working knowledge of a financial institution's balance sheet and business model.

Responsibilities:
Manage Suncoast Credit Union's ALM and capital stress testing modeling initiatives including interest rate risk, liquidity risk, and balance sheet optimization

Serve as subject matter expert for asset and liability data on a wide range of economic and management-defined scenarios

Prioritize the accuracy and integrity of data incorporated into ALM and capital stress testing activities to support a comprehensive internal controls environment

Oversee regular updates to model assumptions including loan prepayment speeds, deposit decay, and betas

Manage and evaluate modeling balance sheet, net interest income (NII), economic value (NEV), and expected credit loss (ECL) simulations across multiple scenarios.

Deliver actionable insights to Suncoast's senior management team

Support finance, risk management, internal audit, business leads, and examiners for ALM and stress testing discussions or analyses

Collaborate with internal and external stakeholders including senior leaders from Finance, Risk, Member Solutions, Data Analytics, Internal Audit, and NCUA Examiners

Analyze, interpret, and communicate detailed quantitative results and analyses to senior management

Manage Suncoast's capital goals utilizing statistical and other quantitative methods in a proactive manner

Lead the analysis and interpretation of results, incorporating feedback into models and metrics

Coach, review, and delegate work items

Assist with personnel activities of staff such as performance appraisals and training

Cultivate strong working relationships and build trust among team members

Maintain knowledge and understanding of current trends, laws, and issues affecting the area of expertise

Attend educational events to increase professional knowledge

Qualifications:
Bachelor's degree in economics, finance, or a related field (A comparable combination of work experience and training may be substituted for education requirements)

6+ years of experience performing Asset-Liability Management analysis, preferably using financial models

Experience measuring, monitoring, and managing interest rate risk, credit risk, liquidity risk, and balance sheet strategies

Advanced knowledge of the financial services sector

Proficient knowledge of consumer credit products and financial markets at financial institutions

Proficient knowledge of bank stress testing principles

Experience with the U.S. Basel Rules is strongly preferred

Experience with CCAR/DFAST/ICAAP stress testing and CECL/IFRS9 preferred

Programming skills in Python, R, or other object-oriented languages preferred

Ability to prioritize tasks, deal effectively with competing and changing priorities to meet deadlines

Accurate, detail-oriented, and organized with task management

Ability to analyze and resolve difficult and complex problems

Excellent written, verbal and interpersonal communication skills to interact effectively with members, staff, vendors, and government regulator

Ability to influence others regarding policies, practices, and procedures

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