Compliance and Risk Analyst - Interest Rate Risk

Company: INSPYR Solutions
Location: Los Angeles
Posted on: March 6, 2025

Job Description:

Title: Compliance and Risk Analyst - Interest Rate Risk

Remember to check your CV before applying Also, ensure you read through all the requirements related to this role.
Location: Los Angeles, CA (Hybrid)
Duration: 6-month Contract
Compensation: $48-52/hr.
Work Requirements: US Citizen, GC Holders, or Authorized to Work in the U.S.

If interested, please contact Margot Parsons at mparsons@inspyrsolutions.com or call 714-465-5478

Summary: Assisting in Interest Rate Risk initiatives including business strategy and new products, reporting deliverables, regulatory issues, and both technology and non-technology infrastructure improvements.
Performing ALM modeling (LCR, EaR, EVE, NSFR, FTP, risk sensitivities, scenario analysis, and stress testing).
Leading Moody's ZM Desk responsibilities including enhancing reporting, regulatory reporting and analysis (aligning to Enhanced Prudential Standards).
Reviewing and enhancing Market Risk policies and procedures.
Advising on reporting requirements. Performing regulatory process assessment and design with Volcker or CCAR.
Developing in-depth understanding of the firm's interest income projections under different rates scenarios; identifying and challenging qualitative assumptions.
Developing and implementing governance frameworks and policies for controlling the firm's accrual rates risk.
Assisting the enhancement of the Interest Rate Risk framework and processes under leadership's direction (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data).
Computing analytics using the Company's quantitative ALM modeling, ALM-IRR (NII and EVE) scenario analysis, balance sheet projection capabilities and integration with broader treasury analytics.
Leading effort in creating liquidity and interest rate material for senior management committees, including ALCO, and Board meetings.
Providing analysis of existing/future business processes in support of Liquidity Risk and Interest Rate Risk change management initiatives and/or infrastructure and process enhancement efforts, including enhancing Interest Rate Risk reporting, regulatory analysis and reviewing Interest Rate Risk documentation; and advising on requirements.
Leading interest rate risk projects and maintaining communication with technology, front office, risk committees, enterprise risk, and other relevant businesses.
Assessing Base Funds Transfer Pricing effectiveness and methodology application across the balance sheet and calculating and performing analysis on Banking book Value-at-Risk to log breaches and set thresholds.

Keywords: INSPYR Solutions, Los Angeles , Compliance and Risk Analyst - Interest Rate Risk, Professions , Los Angeles, California