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Asset Liability Manager
Ref No.: 18-11634
Location: NEW YORK, New York
A Major Financial Firm located in New York, NY has an immediate contract opportunity for an Asset Liability Manager.

JOB DESCRIPTION
Assist Client's ALM Unit with general ALM duties:
Asset Liability Management 

• Assist in the preparation, development and interpretation of deterministic / stochastic stress tests of the Client balance sheet.
• Contribute to the development / analysis of economic scenarios and scenario sets.
• Research and prepare plans and specifications for the determination of economic capital.
• Participate in procedures related to asset allocation exercises.
• Participate in other ad hoc ALM duties, as necessary.

Candidate should exhibit appropriate qualifications, experience and skills necessary to perform the duties of the role under light supervision, and possess strong Excel and VBA abilities.