Asset Liability Management (ALM) for Fintech

Asset Liability Management (ALM) Platform Administration

Administer and maintain Asset Liability Management Software for comprehensive risk management and analysis.
Execute processes interfacing between core bank data platforms, other data sources, and the ALM platform to support financial risk modeling.
Reconcile data feeding into the ALM system to reports generated by the ALM system related to interest rate risk, liquidity risk, Net Interest Income (NII), and capital forecasting.
Analyze and report on the interest rate characteristics of investments, loans, deposits, and borrowings to provide tools for proactively managing interest rate and liquidity risk.
Perform analytical studies on interest rate and liquidity risk using the ALM software, in alignment with applicable policies and regulatory guidelines.

Execute stress testing and back-testing of key model assumptions, with supporting documentation for model assumptions and outputs.
Develop and maintain controls, including SOX controls, related to ALM, Current Expected Credit Losses (CECL), Capital Stress Testing, and Liquidity Stress Testing.
Prepare and calculate the quantitative portion of CECL reserves using the ALM platform.
Develop presentations for ALCO, Board, regulators, and other end-users as requested.
Prepare and update relevant procedure manuals to ensure compliance and consistency in processes.

Provide complex analysis and recommendations concerning the management of the Bank’s assets and liabilities.
Recommend optimal funding mix and conduct relative value analysis on debt issuance.
Support analysis and reporting of financial activities and risk positions as necessary.

Design customizable reports and dashboards to visualize portfolio performance and risk metrics.
Incorporate drill-down capabilities for detailed analysis.
Integrate with BI tools for advanced analytics and data visualization.
Automate report generation and distribution workflows.