Define and coordinate on ALM model solutions and enhancements.
Assess model performance through validation, back-testing, assumption review, and recommendation of ongoing improvements.
Develop tools, templates, and documentations for stress testing, risk analysis and process improvement purposes.
Coordinate research and reconciliation efforts among internal partners across lines of business, Revenue Forecasting team and ALM team.
Perform ad-hoc analysis, and provide presentations, reports, and documentations for management and stress testing.
Monthly Yield and Volume analysis during the Close process.
Integrating analysis of multiple businesses balance sheet.
Directing improvements to asset-liability management models and overseeing testing and implementations of recommended changes.
Developing performance monitoring and benchmarks to improve asset-liability management analytics at both a corporate and business unit level.
Identifying process improvement / transformation opportunities and leading functional efforts in implementing improvement / transformation opportunities.
Providing direction to less experienced analysts and serving as a leader on key strategic projects.
Building relationships and collaborating with key stakeholders in the applicable line of business and other functions related to assigned process areas.