Sr Asset Liability Mgt Analyst

About the role

At Valley Bank, we invest in, protect, and focus on growth potential—for our clients and our associates. As the Senior Asset Liability Management (ALM) Analyst, you will support the Bank’s balance-sheet risk management framework, including interest-rate risk, liquidity risk, deposit and loan analysis, and stress testing. You will independently manage key ALM processes, develop and maintain model assumptions, prepare management and ALCO reporting, and provide analytical insights to guide strategic balance-sheet decisions. The role serves as a subject-matter expert on interest-rate-risk modeling and acts as a resource for junior analysts and cross-functional business partners.

Responsibilities

• Lead Valley’s ALM modeling initiatives, including interest-rate risk and sensitivity, liquidity risk, and balance-sheet optimization.
• Gather and analyze data on assets and liabilities across a wide range of economic and management-defined scenarios.
• Develop reports and presentation materials that effectively communicate financial performance, risks, and strategy recommendations, including monthly ALCO reports (interest-rate sensitivity analysis, budget, margin and income metrics, loan volume and pricing metrics, and ad-hoc analysis as directed by Corporate Treasury and/or ALCO).
• Prepare, document, and test model assumptions, including loan prepayment speeds, deposit decay, and betas.
• Support Finance, Risk Management, Internal Audit, business leads, and examiners on ALM discussions and analyses; incorporate feedback into models and metrics.
• Monitor and update Asset Liability management policies and thresholds.
• Maintain knowledge and understanding of current trends, regulations, and issues affecting ALM.

Requirements

• Bachelor’s Degree in Accounting, Finance, Economics, Mathematics, Business, or a related field from an accredited college or university.
• Minimum of 3 years of related financial analysis and risk-management experience in a financial institution.

Skills

• Familiarity with the Empyrean modeling solution.
• Proficient in all concepts of interest-rate-risk modeling, balance-sheet dynamics, fixed-income analytics, and non-maturity-deposit behaviors.
• Strong knowledge of capital markets, including option-adjusted valuation concepts and methodologies, and the ability to apply them in balance-sheet risk modeling.
• Strong knowledge of mortgage-backed securities, collateralized mortgage obligations, derivatives, and structured products, with the ability to produce valuation metrics and analyze cash-flow behaviors.
• Proficient in statistics and related concepts.
• Working knowledge of credit risk and cash-flow impact.
• Working knowledge of capital stress testing.
• Basic working knowledge of Bloomberg.
• Proficient in Microsoft Excel; knowledge of Power BI and/or Tableau a plus.
• Excellent verbal and written communication skills.
• Ability to prioritize and organize assignments.
• Strong desire to evolve skill sets to meet an evolving environment.
• Knowledge of the banking industry and banking functions.
• Ability to meet strict deadlines and complete projects effectively and independently.
• R-coding a plus.

Preferred Qualifications

• Experience with Empyrean/ZMdesk or similar ALM modeling platforms.
• Experience preparing ALCO reporting and executive presentations.
• Knowledge of Funds Transfer Pricing (FTP) methodologies.
• MBA, CFA, FRM, CTP, or progress toward a professional certification.