ALM and Investments Specialist

This is a fully remote position, open to applicants in Brazil.

📋 Description

• Perform quantitative and qualitative analyses of the asset and liability framework.

• Evaluate liquidity risk and interest rate risk within the banking portfolio.

• Formulate, assess, and execute policies and procedures for the ALM department.

• Ensure compliance with internal standards as well as the regulatory requirements set by BACEN and the BIS.

• Create technical reports and executive presentations that include strategic recommendations derived from financial and scenario analyses.

• Conduct market research and comparative benchmarks to aid Treasury and Risk decision-making.

• Play a role in the enhancement and development of the ALM function, which includes creating policies and methodologies, establishing dashboards, and defining governance, operational efficiency, and regulatory compliance processes.

• Provide recommendations concerning funding and investment strategies.

⛳️ Requirements

• A Bachelor’s degree in Economics, Business Administration, Accounting, Engineering, Mathematics, or a related discipline.

• In-depth understanding of ALM, LCR, NSFR, and FTP.

• Strong foundation in Financial Mathematics.

• Exceptional analytical and numerical abilities.

• Familiarity with financial instruments, including CDBs, repurchase agreements, DI, reserve requirements, FIDCs, and Brazilian government securities (TPFs).

• Preferred: hands-on experience in structuring and/or updating ALM policies, which encompasses operating limits, committee governance, stress testing, and IRRBB measurement methodologies (EVE and NII).

• Preferred: advanced proficiency in financial analysis and modeling tools.

• Preferred: certifications such as CFA, FRM, or other international certifications pertinent to risk management and ALM.

🏝️ Benefits

• Shortened 32-hour workweek.

• Copay health insurance for employees and their dependents.

• Clude Saúde: online medical consultations and various health solutions.

• Copay dental insurance for employees and their dependents.

• Meal and food allowances provided through the Eva Card, averaging BRL 1,600 monthly.

• Wellhub: access to partner gyms and studios for employees and their dependents.

• Monthly remote work allowance of BRL 140.

• Provision of work equipment and infrastructure.

• Day off for birthdays.

• Corporate University.

• Educational assistance for employees and their dependents, following company policy.

• Language learning support for employees, in line with company policy.

• Extended maternity leave of seven months and extended paternity leave of 30 days, applicable to adoptive parents as well.

• Life insurance coverage.

• Emotional health program and discounted psychological services for employees and their dependents through the Moodar platform.

• Benefits Club offering exclusive discounts and partnerships for Efí employees.