Senior Analyst, Asset & Liability Management - Located in Edmonton

Edmonton

Permanent

  • Accounting & Finance
  • Job Code: 9D977444102
  • Posted: November 06, 2018
David Aplin Group, one of Canada's Best Managed Companies, has partnered with our client to recruit for a Senior Analyst, Asset & Liability Management.

Our client, in Edmonton is a top tier financial organization and an industry leader when it when it comes to quality services and building customer relationships. They are a highly successful company that offers their employees a dynamic work environment that fosters a focus on professional growth and development.

The successful candidate will act as an integral member of the Asset and Liability Management (ALM) team tasked with continuously developing ALM infrastructure to enable strong and balanced growth for the company.  The position is unique in that it will expose an ambitious individual to a very broad and highly engaging role enabling career growth and personal satisfaction to those who feel they may be under-utilized in their current role. 

The Role:

  • Help manage first line oversight of market risk, including structural interest rate risk in the banking book, foreign exchange, investments, derivatives and securitization.
  • Develop and maintain models based on behavioural analysis to support the analysis of loan prepayments, non-maturity deposits and cap/floor risk.
  • Lead the assessment of model performance through validation and ongoing enhancements. Work with junior analysts in regards to model validation, documentation and implementation of changes to the ALM model.
  • Lead preparation, development and analysis of reports, metrics and risk dashboards. Develop detailed knowledge of the underlying data, model assumptions and financial instrument behavior.
  • Identify opportunities to improve the financial modeling and reporting using knowledge of financial modeling techniques and concepts.
  • Perform a range of interest rate risk analysis using a variety of sophisticated risk metrics that include Duration of Equity (DoE) Economic Value of Equity (EVE), net interest income forecasting, duration and convexity, value at risk (VAR), earnings at risk (EAR) and economic value of equity at risk (EVAR).
  • Oversight of the inclusion of securitization in the interest rate risk models.
  • Oversee compliance reporting for Counterparty Derivative Exposure, Foreign Exchange and US balance sheet exposures.
  • Perform ongoing stress-testing and ad-hoc scenario analysis to quantify risk exposures.

The Ideal Candidate:

  • Bachelor’s degree in Mathematics, Finance, Statistics, Econometrics, or related field.
  • Previous demonstrated experience within Asset & Liability Management and/or Market Risk.
  • Knowledge of financial engineering and interest rate and term structure modelling is required.
  • Working knowledge of statistical analysis techniques within a financial environment.
  • Ability to generate advanced reports and run complex database queries.
  • Demonstrated high degree of proficiency with database software and Microsoft Excel as well as Exposure to Macro, MatLab, R and SQL.
  • Proficiency with asset/liability modeling software, such as Bancware and QRM is desirable.
Help with relocation is available.

If you are interested in this position and meet the above criteria, please click the Apply button to send your resume in confidence directly to Declan Bird, Partner, Aplin Accounting & Finance. We thank all applicants; however, only those selected for an interview will be contacted.  #LI-EDM

WE APPRECIATE YOUR INTEREST IN DAVID APLIN GROUP.

If this is your first introduction to us, we invite you to become one of our satisfied candidates. David Aplin Group has been Canadian owned since 1975. Our professional consultants are passionate about helping you find a fulfilling job or career and ensuring your complete satisfaction with our process. Our proven track record, nearly 4 decades long, is largely due to our team of highly skilled and successful specialists. Through superior service and a commitment to long-term relationships, we provide deep specialization in core areas for complete recruiting and HR solutions across Canada - all from one source. We look forward to exceeding your expectations!

Learn more about David Aplin Group and view all of our current job opportunities, career tips, and tools at www.aplin.com.


Recruiter:

Profile

Declan Bird

Accounting & Finance

Edmonton

Partner

  • 780.229.2003
  • dbird@aplin.com

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