Asset Liability Management (ALM) Risk Analyst @ CIBC

We’re building a relationship-oriented bank for the modern world. We need talented, passionate professionals who are dedicated to doing what’s right for our clients.At CIBC, we embrace your strengths and your ambitions, so you are empowered at work. Our team members have what they need to make a meaningful impact and are truly valued for who they are and what they contribute.To learn more about CIBC, please visit CIBC.comWhat you'll be doingThe ALM Risk Analyst is primarily responsible for supporting the management of the Bank’s interest rate risk, a critical role for the Bank to achieve its strategy. The ALM Risk Analyst is responsible for accurate modeling and reporting of structural interest rate risk that arises from activities in the US Bank and Bank Holding Company. The ALM Risk Analyst will implement data processes, analytical models and create dashboard reports for interest rate risk measurement and balance sheet modeling and will closely collaborate with other members of CIBC Bank USA Treasury to apply ALM tools to provide understanding of NII dynamics of the US Bank and BHC. These models will be used for NII forecasting and to develop hedging strategies for NII management.At CIBC we enable the work environment most optimal for you to thrive in your role. Details on your work arrangement (proportion of on-site and remote work) will be discussed at the time of your interview.How you'll succeedStrong theoretical understanding of financial economics, financial mathematics such as fixed income theory, statistics, risk management and balance sheet modeling techniquesAn understanding of Asset/Liability management and funds transfer pricingFamiliarity writing presentations in PowerPoint is highly desirableFamiliarity creating financial models in Excel is highly desirableKnowledge of banking products like loans, deposits, lines of credit, repurchase agreements, including their structure, risks, and economicsFamiliarity with US Regulatory guidelines from the Federal Reserve, OCC, FDIC,…

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