Develop and maintain Asset Liability Management (ALM) models, ensuring accuracy and alignment with regulatory requirements and business objectives.
Conduct comprehensive analysis of financial data, including balance sheets, income statements, and market data, to inform ALM model development and refinement.
Collaborate with risk management, finance, and treasury teams to integrate ALM models with other risk management frameworks and reporting processes.
Implement and validate ALM model changes, ensuring compliance with internal policies and external regulations.
Prepare and present reports on ALM model results, providing insights and recommendations to senior management.
Participate in model risk management activities, including model validation, documentation, and governance.
Perform scenario analysis and stress testing to assess the impact of various economic and market conditions on the institution's financial performance and risk profile.
