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Sr Analyst - Asset Liability Management

Location
Fort Worth, Texas
Job Type
Permanent
Posted
1 May 2022
Overview:

The Sr Analyst- Asset Liability Management will be responsible for modeling and analysis to support the development of the ALM function. This role is critical to developing and executing the ALM model and processes, as well as performing quantitative analysis of the company's balance sheet and recommending capital and risk mitigation strategies. ALM findings and recommendations will be reported to the Asset Liability Committee.

Responsibilities:

JOB DUTIES

Support the research, development and implementation of GM Financial's ALM model
Assist in monthly production of ALM metrics such as EVE, Duration Gap, NII Sensitivity and Liquidity
Develop models and reports to track asset cash flows and origination trends
Prepare, analyze and manage large data sets involving historical balances and incomes for statistical analysis
Utilize analysis to recommend strategies designed to manage risk and improve interest rate margins
Provide analysis to support the Asset Liability Committee including interest rate, cross currency, and liquidity risk analysis
Execute sensitivity analysis to support internal and regulatory requirements
Support balance sheet forecasting and planning process; working closely with the Financial Planning and Analysis team to coordinate assumptions, methodologies, and results
Maintain up to date model documentation for assigned ALM models
Perform other duties as assigned
Conform with all company policies and procedures
Qualifications:

Knowledge

In-depth understanding of financial analysis and treasury functions
Advanced knowledge of securitizations, warehouse financings and common deal structures
Proficient with computer technology
Advanced knowledge of Excel, Access, and other query tools including SQL
Advanced knowledge of corporate banking and corporate finance
Knowledge of capital markets
Knowledge of modeling financial information, including forecasting
Knowledge of auto financing, leasing and/or floor-planning
Prior experience with balance sheet management systems such as QRM or BancWare preferred

Skills

Deadline oriented
Ability to work under pressure
Superior analytical skills
Intermediate SQL skills
Advanced skills with data mining tools such as Access and SAS
Ability to work independently
Excellent oral and written communication skills
Advanced excel skills
Excellent organizational and time management skills
Advanced skills in spreadsheet modeling
Proven Power Point and Microsoft Office skills
Ability to multi-task
Advanced quantitative skills

Education

Bachelor's Degree in Finance, Economics, Statistics or equivalent required

Experience

4+ years of experience in asset liability management, financial analysis, data mining, statistics and forecasting required

Working Conditions

Professional hybrid working environment
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Details

  • Job Reference: 579136352-2
  • Date Posted: 1 May 2022
  • Recruiter: GM Financial
  • Location: Fort Worth, Texas
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent
  • Work Hours: Full Time