Senior ALM Analyst

East West Bank•Pasadena, CA

1d•$80,000 - $160,000

About The Position

Provides analytical and platform support for the Bank’s asset and liability management (ALM) function by measuring and analyzing balance sheet risks using metrics such as net interest income (NII), economic value of equity (EVE), balance sheet gaps, sensitivity analysis, and stress testing. Responsible for monthly ALM production, model assumption maintenance, and adherence to internal/external governance requirements.

Requirements

6+ years of relevant bank Treasury/ALM experience; experience owning monthly production cycles and ALCO deliverables.
Bachelor’s degree required; advanced degree strongly preferred (Economics, Finance, Statistics, Mathematics, Computer Science, or related quantitative field).
Strong understanding of ALM, balance sheet risk, and bank regulation; familiarity with IRRBB, liquidity metrics, and stress testing concepts.
Hands-on experience with an ALM system preferred (Empyrean, QRM, BancWare, or similar).
Strong data management skills: advanced SQL for querying/transformations; experience with data validation, reconciliation, and control frameworks.
Demonstrated ability to partner with Technology/Data Engineering and translate business requirements into technical solutions; experience with UAT/test planning for data and system changes.
Proficiency with Microsoft Office (Excel, PowerPoint); ability to communicate complex analytics and data issues clearly to technical and non-technical audiences.
Strong work ethic and intellectual curiosity; ability to multi-task, prioritize, and meet tight deadlines.
Applicants must have legal authorization to work in the United States.
We do not offer visa sponsorship at this time.

Nice To Haves

Programming/scripting experience (e.g., Python, R, VBA) and/or ETL/analytics tooling (e.g., Alteryx, SSIS, Power BI) is a plus.
CFA, FRM, or BTRM preferred.

Responsibilities

Make recommendations in designing the ALM model framework; assist in maintaining the ALM model framework with focus on monthly ALM production and ALCO reporting.
Ensure proper controls on the quality and integrity of ALM metrics and reports produced for senior management and ALM committees.
Aggregate, review, and test key model assumptions, including interest rate scenarios, prepayment assumptions, and new business volume/pricing.
Write clear and concise documentation, memos, and policies for ALM models and processes to present to senior management.
Create executive-level presentation materials, simplifying complex topics and visualizing data.
Assist in managing new model development and implementation, model validation and documentation.
Coordinate with second line and third line reviews to close and address findings and observations relevant to ALM risks.
Discuss liquidity, ALM risk, market conditions and fixed income hedging activities/strategies.
Work with Finance and business lines to understand deposit betas and attrition assumptions and incorporate them into IRR frameworks.
Anticipate changes in the regulatory environment and the business; conduct applicable research and recommend responses to emerging/changing requirements affecting ALM, capital, or liquidity funding.
Act as ALM ‘data product owner’ for the ALM platform—partnering with Technology/Data Engineering who owns end-to-end pipeline build, scheduling, monitoring, and production support.
Translate ALM functional requirements into technical specifications/user stories; prioritize backlog and participate in Agile/SDLC rituals to support delivery.
Lead user acceptance testing (UAT) for new data feeds, model enhancements, and platform upgrades; develop test plans and validate extracts, transformations, and end-to-end model runs prior to production deployment.
Maintain end-to-end data lineage and audit trails for ALM inputs/assumptions; ensure documentation supports Model Risk, Internal Audit, and regulatory expectations, including evidence of controls and approvals.
Enable downstream reporting and analytics by specifying requirements for reusable views/data marts and supporting connections to reporting tools (e.g., Excel, Power BI) as needed.
Perform all other job duties, and research and analysis assignments as needed and directed.