Asset Liability Management Specialist

Description:

This position will assist the Administrator-Asset Liability Management (ALM) & Investment with ad hoc research projects; is responsible for reoccurring report generation and maintenance; monitoring of investment valuation and inventory; provide backup for corporate wire transfers; manage brokerage relationships.

Duties:

• Responsible for analyzing and interpreting credit union data for asset liability modeling and reporting; annual budget input and quarterly budget review; validating and implementing ALM assumptions and procedures. 
• Primary user of ALM software; develop studies related to financial performance and financial scenario analysis.
• Attend scheduled Asset Liability Committee meetings to assist with presentation of data/research and to maintain meeting minutes.
• Use Bloomberg Professional Information service to maintain fixed income investment portfolio and perform investment testing and reporting; maintain the fixed income portfolio including the creation of a monthly market valuation report and security inventory validation.
• Responsible for completing the month end reconciliation process for the investment portfolio; Prepare investment and borrowing statistics for Raddon Survey.
• Interface with outside ratings services such as FITCH to assess the credit quality of investments held in the credit unions investment portfolio. 
• Execute daily corporate wire transfers through correspondent banks.

Qualifications:

• Bachelor degree in Finance or Accounting from an accredited college or university;
• Experience performing independent research and developing recommendations based on research results;
• Knowledge of capital markets, financial management and financial institutions.
• Functional knowledge of IPS Sendero Asset Liability model and Bloomberg Professional service.