ALM Analyst (m/f)

We
are seeking a skilled Asset & Liability Management (ALM) analyst to join the
Balance Sheet Management team (ALM, Treasury, Long-Term Funding, Investment
Portfolio & Derivatives desks). The ALM Analyst will play a central role in
managing and optimizing our organization’s balance sheet by assessing and
mitigating risks associated with assets and liabilities. You will collaborate
with cross-functional teams, including all Balance Sheet Management desks, Finance,
Risk Management and Business Units, to implement ALM strategies and initiatives.  This position requires strong analytical
skills, attention to detail, and the ability to collaborate effectively with
various stakeholders.

Your next challenge:

  • ALM analysis and risk assessment: conduct in-depth analysis of the organization’s assets and liabilities to identify potential risks, opportunities, and trends. Evaluate interest rate, liquidity, funding, credit spread risk and other financial risks associated with the balance sheet, and develop strategies to mitigate these risks.
  • Modeling and forecasting: develop and maintain financial models to forecast cash flows, interest rate scenarios, and balance sheet performance under various market conditions. Support the methodological review of the Fund Transfer Pricing framework, as well as the deployment and maintenance of Fund Transfer Pricing processes. Assisting in annual forecast and budget processes.
  • Scenario analysis and stress testing: perform scenario analysis to assess the impact of changes in interest rates, economic conditions, and regulatory requirements on the organization’s balance sheet. Design and execute stress tests to evaluate the resilience of the balance sheet and identify potential areas of vulnerability.
  • Reporting and presentation: prepare comprehensive reports and presentations to communicate ALM analysis findings, recommendations, and strategies to senior management and key stakeholders.
  • Ad-hoc analysis: conduct ad-hoc analysis and special projects as required by senior management and regulatory authorities. Support process improvement initiatives for the Balance Sheet Management Department.
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