New

Jr Asset Liability Management Analyst

Valley National Bank
$55,100.00 - $90,200.00 / yr
United States, New Jersey, Paramus
Aug 05, 2026
Responsibilities include but are not limited to: Load, reconcile, and validate balance sheet data within the Bank's ALM modeling platform (Empyrean) and provide interest rate risk and balance sheet analytics. Prepare the Bank's monthly Asset Liability Committee (ALCO) reporting package. Conduct monthly assumption monitoring and sensitivity analyses. Monitor compliance with Asset Liability Management policies, limits, and risk thresholds, escalating exceptions and data concerns. Manage the schedule for assumption studies, model validations, sensitivity analyses, and ALM reporting requirements. Prepare analysis and presentations on interest rate risk results, including support for assumption development, documentation, and model updates. Provide analytical support for Treasury, Finance, and ALM initiatives, including ad hoc balance sheet, funding, and profitability analyses and projects.