Director of Asset Liability Management Modeling Expert

3 weeks ago


MD United States EagleBank Full time
Job Description

EagleBank is seeking a highly skilled Director of Asset Liability Management Modeling to join our team. As a key member of our finance department, you will be responsible for maintaining and reviewing the bank's quantitative financial risk modeling, inclusive of interest rate risk, liquidity risk, capital stress testing, and funds transfer pricing.

The ideal candidate will have a strong background in mathematics, econometrics, finance, or a related field, with 10+ years of experience in ALM modeling software and stochastic modeling. You will be responsible for creating and generating monthly reporting to the Asset Liability Committee (ALCO), Enterprise Risk Management Committee (ERMC), and ad hoc analysis.

Key responsibilities include:

  • Maintenance and review of the bank's quantitative financial risk modeling
  • Creation and generation of monthly reporting to ALCO and ERMC
  • Ad hoc analysis and evaluation of assumptions
  • Review of third-party studies and documentation of recommendations for adjustments within the ALM modeling software
  • Support and documentation related to examination, audit, and model risk management review

Requirements include:

  • Master's degree in Mathematics, Econometrics, Finance, Statistics, or related field
  • 10+ years of experience in ALM modeling software and stochastic modeling
  • Finance or related experience with stochastic modeling, such as Monte Carlo simulations, statistics, and discounted cash flow calculations
  • Functional knowledge of banking and balance sheet management, inclusive of interest rate risk modeling and related significant assumptions
  • Working knowledge of various financial instruments, including fixed income investments, loans, derivatives, deposits, and wholesale funding
  • Knowledge of bank regulatory environment related to model risk management, controls, and business process best practices

Preferred qualifications include experience working with Empyrean Solutions software, an advanced degree in Engineering, Mathematics, Finance, Statistics, or related fields, and one or more certifications or accreditations related to the duties of this position.

EagleBank is a values-driven organization that prioritizes relationships, flexibility, involvement, responsiveness, strength, and trust. We celebrate diversity and equity, and we are committed to inclusion and respect. If you are a motivated and detail-oriented professional with a passion for finance and risk management, we encourage you to apply for this exciting opportunity.



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