Role: Compliance and Risk Analyst II-ALM/IRR
Location: Los Angeles, CA
Duration: 4+ month Contract
Compensation: $40.00 – 48.00/hr
Work Requirements: US Citizen, GC Holders or Authorized to Work in US

If interested, please contact Margot Parsons at mparsons@inspyrsolutions.com or call 714-465-5478

Summary

• Assisting in Interest Rate Risk initiatives including business strategy and new products, reporting deliverables, regulatory issues, and both technology and non-technology infrastructure improvements.
• Performing ALM modeling (NII, EaR, EVE, VaR, P&L, FTP, risk sensitivities, scenario analysis, and stress testing).
• Leading IRR responsibilities including enhancing reporting, regulatory reporting and analysis (aligning to Enhanced Prudential Standards).
• Reviewing and enhancing Interest Rate Risk and Market Risk policies and procedures.
• Advising on reporting requirements. Performing regulatory process assessment and design with Volcker or CCAR.
• Developing in-depth understanding of the firm's interest income projections under different rates scenarios; identifying and challenging qualitative assumptions.
• Developing and implementing governance frameworks and policies for controlling the firm's accrual rates risk.
• Assisting the enhancement of the Interest Rate Risk framework and processes under leadership's direction (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data).
• Reviewing analytics using the Company's quantitative ALM modeling, ALM-IRR (NII and EVE) scenario analysis, balance sheet projection capabilities and integration with broader treasury analytics.
• Leading effort in creating liquidity and interest rate material for senior management committees, including ALCO, and Board meetings.
• Providing analysis of existing/future business processes in support of Liquidity Risk and Interest Rate Risk change management initiatives and/or infrastructure and process enhancement efforts, including enhancing Interest Rate Risk reporting, regulatory analysis and reviewing Interest Rate Risk documentation; and advising on requirements.
• Leading interest rate risk projects and maintaining communication with technology, front office, risk committees, enterprise risk, and other relevant businesses.
• Assessing Base Funds Transfer Pricing effectiveness and methodology application across the balance sheet and calculating and performing analysis on Banking book Value-at-Risk to log breaches and set thresholds.
• Engaging directly with Corporate Treasury and risk-taking businesses to understand strategy, assess new activities, enforce, and monitor Risk Appetite limits, comply with regulatory requirements, and challenge proposals.
• Facilitating and coordinating production and review of the monthly and quarterly committee package. Assisting leadership to lead and communicate progress to audit/regulatory examinations and submissions and in researching and preparing ad-hoc management requests.

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