Banking Book Liquidity ALM/QRM
Linium ResourcesNew York, New York, United States
Posted February 1, 2017
150000 - 160000 USD year
Full Time
About the Company
Linium, a Cognizant company, engineers modern businesses to enhance everyday life through innovative solutions.
Job Description
Banking Book Asset and Liability Management is looking for individuals to join its Americas Modeling and Analytics group to develop and implement modeling methodologies for banking book positions, including Earnings at Risk and Economic Value of Equity methodologies.
Requirements
- Minimum 2, preferably greater, years of experience with QRM for ALM Modeling purposes.
- Strong background/understanding of Balance Sheet/Product Modeling
- Intimate knowledge of EaR and EVEaR analysis and reporting.
Benefits
- Competitive salary: $150-160K DOE