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 (url removed) or call (phone number removed)



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 en...