• Senior Asset Liability Analyst

    Job Locations US-NY-Brooklyn
    Job ID 2018-1111
    Regular Full-Time
    Treasury (Corporate)
  • Summary

    Responsible for modeling and reporting of Dime’s Asset-Liability Management (ALM) and Stress Tests (Liquidity, IRR and Capital). Assist in development, implementation and monitoring of policies, procedures and practices for Dime’s interest rate risk management, liquidity and funding management, cash and investment portfolio management and stress testing.



    • Perform Net Interest Income and Economic Value of Equity forecasting on a quarterly basis
    • Measure and document assumptions used in ALM analysis
    • Back test assumptions and results to validate and improve forecasting
    • Communicate results to SVP-ALM and Stress Testing
    • Develop model documentation for processes and Model Risk Management
    • Manage software updates and integration with other bank applications
    • Support various groups within Dime with relevant analysis of the impact of business decisions on Dime’s interest rate risk exposure, profitability and performance, capital and liquidity ratios, regulatory requirements, and others
    • Assist in the annual business planning and stress testing processes
    • Assist with ad-hoc projects and initiatives
    • Meet other requirements as needed


    • Bachelor’s degree in Finance/Accounting with minimum 3 years’ related ALM experience required
    • Advanced Excel skills required
    • Experience modeling complex financial instruments
    • Strong understanding of a bank’s Balance Sheet and Income Statement
    • Excellent presentation and communication skills, both written and verbal
    • Ability to comfortably interact with various internal clients and senior management
    • Experience with ZM, BancWare or Fiserv ALM modelling systems a plus
    • Experience with FTP modeling and reporting a plus



    Sorry the Share function is not working properly at this moment. Please refresh the page and try again later.
    Share on your newsfeed