Business Analyst - Liquidity Reporting & ALM

One of our premier clients is seeking a Business Analyst with Liquidity Reporting & ALM experience for a capital markets project.

Project Length: 12 months plus

Location: Hybrid- New York, NY

Compensation: This role will compensate between $90-$110/HR depending upon years of experience, education, and relevant certifications.

Responsibilities

• Demonstrate a good understanding of liquidity reporting within ALM and respond to moderately complex functional queries.
• Analyze data and prepare reports of observations, and relatively simple recommendations based on findings.
• Generally execute on approved strategy but may assist in the development of strategies/action plans to address technical and competency gaps within oversight of ALM.
• Ensure a strong control environment by aligning data management, methodology and quantitative models
• Implement risk analysis tools to allow for deeper understanding of risk drivers and changes.
• Understand and quantify the impacts from model and parameter assumptions (quantitative and qualitative) employed within the banking book market risk framework, including deposit duration models, retail pricing models, and loan prepay...