Asset Liability Analyst Resume Sample
Eleanore O'Kon
31787 Rudolph Courts,
Philadelphia,
PA
+1 (555) 556 5218
Work Experience
Senior Asset Liability Analyst
06/2017
-
PRESENT
Boston, MA
- Develop analytics and reporting that conform to the BNP Paribas Group standards. Monitor the Bank’s practices to ensure compliance, and coordinate supplemental and ad-hoc Treasury ALM analytics
- Excellent communication skills, including an ability to clearly communicate complex financial concepts
- Directly related experience in financial institution
- Manage the quantification and reporting of the institution’s interest rate risk (IRR) position using the company’s ALM software model (the “Model”)
- Ensure compliance with ALM policy and the company’s Risk Appetite Statement and immediately report exceptions to the Director
- Be completely familiar with regulatory guidance, such as SR Letters and the Examiner’s Handbook, with respect to asset-liability management, ensure direct reports are also familiar with such guidance, and maintain copies of recent guidance documents for reference
- Expert knowledge in extracting and analyzing data through SQL editors such as Microsoft SQL, Oracle, etc
- Design and develop new reporting features including health checks and trend reports to provide insight into the evolution of the analytics
Asset Liability Management Analyst
11/2010
-
12/2016
Philadelphia, PA
- Evaluate the firm’s data in preparation for liquidity reports and forecasts
- Calibrate and run the QRM application for daily and month-end reporting
- Develop customized liquidity reports and analysis
- Test upgrades to the QRM application and work with Technology to resolve issues
- Implement leading liquidity practices for the Company and significant internal legal entities that are commensurate with their respective liquidity risk
- Identify opportunities to improve the financial modeling and reporting using knowledge of financial modeling techniques and concepts
- Demonstrating strong interpersonal skills that contribute to working effectively in a diverse working environment
- Accepting responsibility and accountability for actions and results
Junior Asset & Liability Management Analyst
06/2005
-
05/2010
San Francisco, CA
- Optimize the QRM software to maximize performance and ensure adequate controls are enforced
- Support the reporting automation efforts through best practices in data modeling, mining and visualization to enable better transparency in the risk metrics being published
- Liaise with partners in the lines of business, data management, and IT groups to build subject matter expertise on the Bank’s product offerings
- Validate data input, assumptions and results of income simulations, balance sheet gap, and market value models to ensure modeling outputs are accurate
- Compile consolidated data and reports for ALCO, Treasury, Reporting, Financial Planning & Analysis, Capital Management, IHC, and BNPP teams
- Communicate with specific front-line business Finance, Treasury and FRO teams to drive Planning/CCAR process for various Citi’s businesses
- Understanding the corporation’s balance sheet and management’s balance sheet goals
- Reports to the Interest Rate Risk Manager
Education
Colgate University
2000 - 2004
Bachelor's Degree in Mathematics
Professional Skills
- Proven Project Management skills. Project management leadership experience
- Analytical skills with high attention to detail and accuracy, financial modeling and valuation experience is required
- Using technical/professional knowledge, interpersonal and sales skills to obtain customers’ commitment to ideas, services, or products
- Programming and/or SQL skills desired
- Amazing Computer/Technical Skills!
- Well-developed and adaptive problem-solving skills in order to identify, determine and select appropriate action
- Mathematical, analytical and modeling skills
How to write Asset Liability Analyst Resume
Asset Liability Analyst role is responsible for financial, modeling, analytical, training, finance, database, architecture, analysis, design, research.
To write great resume for asset liability analyst job, your resume must include:
- Your contact information
- Work experience
- Education
- Skill listing
Contact Information For Asset Liability Analyst Resume
The section contact information is important in your asset liability analyst resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:
- First and last name
- Telephone number
Work Experience in Your Asset Liability Analyst Resume
The section work experience is an essential part of your asset liability analyst resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous asset liability analyst responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular asset liability analyst position you're applying to.
The work experience section should be the detailed summary of your latest 3 or 4 positions.
Representative Asset Liability Analyst resume experience can include:
- Working with the Senior Analyst in the development, enhancement, and maintenance of ALM models and systems that derive market risk (including interest rate and FX risk)
- Preparation, development and analysis of reports, metrics and risk dashboards. Knowledge of the underlying data, model assumptions and financial instrument behavior would be beneficial
- Scripting experience (Python/Perl)
- Experience with reporting visualization platforms such as Tableau, Power BI
- Data preparation, reconciliation and validation to ensure the accuracy of data sets and other key inputs used to support interest rate risk analytics
- Assisting in the preparation of weekly, monthly, quarterly, annual and ad hoc model reports for regulatory and management risk position reporting
Education on an Asset Liability Analyst Resume
Make sure to make education a priority on your asset liability analyst resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your asset liability analyst experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.
Additional details to include:
- School you graduated from
- Major/ minor
- Year of graduation
- Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.
Professional Skills in Asset Liability Analyst Resume
When listing skills on your asset liability analyst resume, remember always to be honest about your level of ability. Include the Skills section after experience.
Present the most important skills in your resume, there's a list of typical asset liability analyst skills:
- The ability to critically, logically analyse information and clear and concise communication skills
- Understanding of business intelligence solutions, preferably with hands-on experience in SQL Server Analysis Services
- Experience using database tools, programming languages or balance sheet modelling tools (e.g. QRM) would be beneficial
- Finance/Accounting knowledge – experience in balance sheet management, forecasting, or other Corporate Treasury functions
- Experience as a Business Analyst. Ability to work with Forecast Analysts to develop, document, and execute specifications
- Database design and management experience (SQL server)
List of Typical Experience For an Asset Liability Analyst Resume
1
Experience For Senior Asset Liability Analyst Resume
- Along with the Senior Analyst 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)
- Monitoring and reporting Treasury compliance in regards to the Risk Group market risk models, compliance reporting for Counterparty Derivative Exposure, Foreign Exchange and US balance sheet exposures
- Develop reports and presentation material that effectively communicate risk exposures and financial performance
- General understanding, education or experience in some or all of the following areas
- Consolidate and report total GE exposure for commodities
2
Experience For Asset Liability Management Analyst Resume
- Asset Liability Management (ALM) experience
- Direct experience in an asset/liability management function within a bank or major financial institution
- Asset & liability management analysis experience
- Experience of Excel Macro, MatLab, R and SQLwould be beneficial
- Skilled in SQL, SAS, and R
- Experience in ALM
- Banking products and theory
- MyExposure (Commodity) planning/testing
3
Experience For Asset / Liability Analyst Resume
- General working knowledge of statistics
- Advanced Financial Modeling
- Identify the information needed to drive daily balance sheet risk models and work with data and technology teams to source data inputs
- Two or more years of experience ideally in Treasury, Risk or Finance roles. Exceptional candidates with relevant skills gained in other industries are strongly encouraged to apply
- An interest in working with data and building a career in Treasury risk management
- Company ownership: Every employee has the opportunity to be an owner with our employee share purchase plan (ESPP).Our commitment to your success and development: On-going career conversations and personalized professional growth opportunities
- Drives the design, development, maintenance and documentation of key production processes and analytics supporting the measurement of Interest Rate Risk (IRR), and creates and runs analytical processes with robust controls in QRM
- Partner with business units to ensure assumptions and model results are aligned with business decisions and actual product behavior, and manage model risk by executing robust processes around model development, model validation, and model governance
- Perform independent data mining, analysis, and reporting, as assigned, as well as research data issues and drive technology teams to promptly correct errors and improve data quality
4
Experience For Senior Asset & Liability Management Analyst Resume
- Support the collection and analysis of balance sheet position data, business forecasts, future product pricing, etc, and document the process thoroughly
- Owns and is responsible for the monthly production of Interest Rate Risk (IRR) and liquidity risk metrics and the execution of balance sheet stress testing
- Construct and own the ad-hoc analytical and business related projects as requested
- Partners with Senior Management, Investment Portfolio Managers, Business Units, and Market Risk, and Planning to accurately model, value, and forecast key products such as
- Develop and implement Interest Rate Risk (IRR) and liquidity related analytics and projects
5
Experience For Asset & Liability Analyst Resume
- Reviews and improves FTP methodology and maintains proper documentation in order to provide orderly application of FTP methodology and to facilitate understanding by both management and regulators
- Calculates and enforces yield maintenance fees on fixed-rate loan prepayments, ensuring the bank is properly compensated for risks taken
- Develops, enhances, and operates complex financial models related to balance sheet management, interest rate risk, capital stress testing, capital adequacy modeling and regulatory reporting for the Corporation
- Assist in quantifying, hedging and reporting GE Capital FX exposure (translation and remeasurement)
- Performs back testing and ensures data integrity
6
Experience For Asset & Liability Mgmt Liquidity Analyst Resume
- Supports the development and execution of balance sheet hedging strategies for the Bank
- Develops and follows control processes as required
- Monitors balance sheet activity in order to in order to help preserve economic value
- Performs analysis on key business activities to develop product behavior assumptions
- Makes risk management recommendations to Asset Liability manager and other senior managers in the Capital Markets department
7
Experience For Treasury Asset Liability Management Analyst Resume
- Key Corporate Governance Support
- Performs analysis of and reporting on key financial information including net interest margin, the balance sheet, certain risk positions, capital adequacy and other areas as needed to support the corporate Asset/Liability committee and Capital Committee, and the Risk committee of the Board
- Monitors, understands and meets stringent regulatory requirements
- Other Analysis and Activities
- Performs other analyses and reporting as needed to support departmental objectives including analysis of loan and deposit portfolios, balance sheet structure and the impact of potential changes in the regulatory environment
- Analyzes projects and proposals and makes recommendation
8
Experience For Asset & Liability Management Analyst Resume
- Update and disseminate industrial fx strategy file - spot rates, forecasts, strategies, order levels
- Back-up support to GE Company & GE Capital commercial paper and corporate investment desks as required
- Coordinated with GEFM on execution
- Engage with market risk on exposure details/variance analysis/limit compliance
- Develop industrial commodity exposure collection infrastructure/process
- Provide ad-hoc analytical support to ALM team
9
Experience For Junior Asset & Liability Management Analyst Resume
- Assist the A/L Manager in building and maintaining simulation models used to create Net Interest Income (NII) and evaluate Earnings at Risk, Market Value of Equity and Interest Rate Gap
- Generate accurate, timely and comprehensible interest rate risk management reports in the form of gap, market valuation and income sensitivity reports for ALCO, executive management, Board of Directors and regulatory authorities
- Proficient Excel, PowerPoint and Word skills
- Evaluate and document reasonableness of assumptions in the interest rate risk model and validate results
- Retain documentation of the IRR model simulation results, assumptions and other supporting document and compliance material required for the various Treasury functions and activities for external and internal auditors
- Continually train to provide back-up support for various Treasury job functions
- Familiarity with interest rate derivatives such as interest rate swaps and options
10
Experience For Credit Analyst, GT Asset Liability Management Resume
- Solid interpersonal skills including proficient oral and written communication skills with the ability to prepare concise executive reports for senior management and to deliver persuasive oral and written arguments to senior management
- Resourceful and self-motivated with the ability to manage multiple assignments
- Preferably in a bank. If your experience is not in banking, having comprehensive knowledge of how a bank's balance sheet and income statement work is critical. Be sure to list this on your resume
- Investment and capital market instruments
- Financial theory and analysis
- Quantitative and statistical techniques
- Desire to learn new computer based analytical applications
List of Typical Skills For an Asset Liability Analyst Resume
1
Skills For Senior Asset Liability Analyst Resume
- Strong SQL skills and experience with large data sets
- Strong knowledge of financial markets and instruments, specifically fixed-income investments
- Make effective oral presentations
- Experience with Empyrean ALM, Access, Essbase and SQL
- A solid understanding of accounting theory, economic conditions, and complex financial instruments
- Experience working with large and complex data sets is valued
2
Skills For Asset Liability Management Analyst Resume
- Manage multiple priorities in a time sensitive environment
- Development experience in unix environment
- Experience with complex software architecture
- Asset Liability Management software experience
- Working knowledge of macroeconomics
- Working knowledge of the principals and application of statistics
- Building and maintaining the statistical and financial models for Asset Liability Management(ALM)
- Ensuring the timeliness and accuracy of projection and stress test models
3
Skills For Asset / Liability Analyst Resume
- Automating manual processes, and improving quantitative analytics for economic interest rate metric and IRR economic capital metric
- Providing programming support for team's Python, SAS, and R code
- Assist in performing ongoing stress-testing and ad-hoc scenario analysis to quantify risk exposures
- Expertise with reconciling and analyzing large data sets
- Familiarity with derivatives and hedge accounting as it pertains to foreign currency translation, re measurement, and synthetic funding/liabilities
- A knowledge of financial engineering and interest rate and term structure modelling is required
- Working in an analytical role focusing on finance
- Assist in modeling transactions and scenario planning to understand fx exposure impact
- Manage maturing trade reporting - rolls/closeouts
4
Skills For Senior Asset & Liability Management Analyst Resume
- IEM (Industrial Exposure Management) – system testing/planning/go forward process
- Take on role of subject matter expert on the functioning of our applications
- A deep commitment to quality and improving processes
- Windows Presentation Foundation (WPF) UI development, utilizing MVVM pattern
- Thorough knowledge of financial modeling and familiarity with the advanced functions in Microsoft Excel
5
Skills For Asset & Liability Analyst Resume
- Develop the dataset and reporting systems for financial information
- Works with loan officers daily to provide support and custom pricing for uniquely structured loans
- Serves to support and back up interest rate derivatives activity that includes both balance sheet hedging and the bank’s customer derivatives program
- Help maintain and ALM infrastructure framework for management reporting by process automation, software maintenance and workflow optimization
- Analyse the liquidity, funding and market risk generated by products, businesses and financial instruments
- Design and build asset and liability models to support Treasury risk management activities and reporting obligations
- Assist in updating fx model for monthly balance sheet, tax rate changes, material transactions, etc
- Daily interaction with controllership, tax, & market risk to understand transactions, related accounting implications and after-tax impact
6
Skills For Asset & Liability Mgmt Liquidity Analyst Resume
- Interact with businesses to review transactions, fx exposure and recommend hedging action
- Input required trades in MyTRS including spot, forward, NDF, swaps
- Manage MyTRS approval protocols / routing rules
- Provide FX remeasurement and translation exposure reporting
- MyExposure (FX) UAT testing support to enable “go live” pilot
- Summarize and present complex and technical material to Executive Management
7
Skills For Treasury Asset Liability Management Analyst Resume
- Financial instruments knowledge: Bonds and Derivatives
- Quick learner and self-starter, works independently
- Familiarity with Asset Liability Management business concepts
- MBA in Finance or CPA
- Advanced knowledge of the principals and application of financial concepts including NPV, IRR, financial valuation and risk measurement; and familiarity with option valuation and return characteristics
- Working knowledge of financial markets and instruments, specifically fixed-income investments
- Knowledge of advanced accounting and finance concepts and analysis techniques, and the ability to apply them in a broad business area
- Provide concise, accurate written reports/memorandums
- Understand and design financial models
8
Skills For Asset & Liability Management Analyst Resume
- Experience in data analytics with emphasis on design, testing, and implementation of calculations related to net interest income, cash flows, or risk analytics
- Distributed computing/big data processing frameworks
- Working in an analytical role around finance
- In-depth understanding of fixed-income analytics
- Work across multiple teams in a collaborative environment
9
Skills For Junior Asset & Liability Management Analyst Resume
- In financial services with a focus on financial analysis
- Advanced in Microsoft tools, specifically Excel
- Develop, implement back-test and monitor key models that drive the risk profile of the balance sheet
- Financial services industry experience with an emphasis in quantitative risk, stochastic modeling, discrete choice modeling (default/ prepayment models), VaR, portfolio valuation, interest rate models, capital allocation, macroeconomic analysis, linear and nonlinear time series models is highly valuable
- Use analytical tools to perform financial and capital analysis
- Minimal supervision in a team environment
10
Skills For Credit Analyst, GT Asset Liability Management Resume
- Being a Business partner with multiple groups within Corporate Treasury including Finance, Capital, Forecasting, Corporate Investments, Quantitative Finance, & Corporate Funding
- Automating manual processes, and improving quantitative analytics for economic interest rate metric
- Funds Transfer Pricing and Loan Pricing
- Develops, enhances and manages the funds transfer pricing (FTP) process including the daily posting of rates, which ensures that the all the bank’s assets and liabilities are properly priced and any interest rate risk is transferred back to Capital Markets where it is best managed
- Develops, enhances and supports the Relationship Pricing Model which enables bankers to properly price the various aspects of their customer relationships and is a primary driver in maintaining relationship profitability
List of Typical Responsibilities For an Asset Liability Analyst Resume
1
Responsibilities For Senior Asset Liability Analyst Resume
- Produce accurate IRR management reports
- Expertise with SQL required
- Familiarity with FX or IR derivatives
- Proficient in MS Office tools, especially Microsoft Excel
- Results oriented and motivated by positive change
- Proficient in MS Office tools, especially Microsoft Excel (v lookups, pivot tables)
- Postgraduate qualification desirable
- SQL / VBA
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