PenFed Credit Union · 7 hours ago
Senior Analyst, Asset/Liability Management and Valuation
McLean, VA
Full-time
Hybrid
Mid, Senior Level
3+ years expPenFed Credit Union is hiring a Senior Analyst in Asset/Liability Management and Valuation to perform effective interest rate management for the credit union's balance sheet. The role involves modeling, data analysis, and supporting the ALM framework while coordinating with internal partners to enhance risk management practices.
BankingCreditFinanceFinancial ServicesLending
Responsibilities
Perform advanced analysis and measurement related to interest rate risk, asset/liability valuation, and pricing assumptions
Contribute to the implementation of complex financial models and assumptions within the QRM platform
Improve, validate and benchmark model performance, including the optimization of non-modeled assumptions
Assist and lead the development of attribution reporting and analytical tools. Identify key data dimensionality and risk drivers
Conduct stress testing and sensitivity analysis to evaluate the potential impacts of changing market conditions on PenFed's financial position
Provide analytical insights related to risk mitigation, funding strategies, and/or balance sheet optimization
Maintain and update ALM risk reporting and work closely across the lines of defense to enhance documentation in compliance with regulatory requirements, internal guidelines, and industry best practices
This role is responsible for ensuring business continuity
Qualification
Required
Bachelor's degree in finance, mathematics, statistics or related field required
Minimum three (3) years' work experience in a financial institution using sophisticated asset/liability management modeling systems
Advanced knowledge of the QRM platform and reporting
Advanced experience with data analysis tools (e.g., Excel, VBA, SQL) required
Experience with GL systems (e.g., Hyperion, Smart View)
Excellent communication skills
Strong understanding of ALM financial principles, including interest rate theory, time value of money, financial modeling, and capital markets
Excellent analytical and problem-solving skills. Ability to work with complex data sets
Knowledge of banking regulations and industry best practices
Preferred
Advanced degree/ professional certification preferred
Knowledge of coding languages (e.g., Python, R, etc.) preferred
CFA professional certification preferred
Benefits
Comprehensive health, dental, and vision plans
Paid time off
Paid parental leave
Care support
Fitness center access
401(k) match
Employee loan discounts
Fully paid life and disability coverage
Education assistance
Community involvement
Volunteer opportunities
Company
PenFed Credit Union
PenFed Credit Union offers banking services, loans, mortgages, and credit cards to individuals and small businesses.
1001-5000 employees
H1B Sponsorship
PenFed Credit Union has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (19)
2024 (20)
2023 (10)
2022 (21)
2021 (12)
2020 (11)
Funding
Current Stage
Late StageTotal Funding
$845.89M2025-09-22Debt Financing· $398.49M
2024-08-29Debt Financing· $447.4M
Leadership Team
Sarah Heintzman
Executive Vice President, CFO
Andrea McCarren
Senior Vice President & Chief Content Officer
Recent News
The Virginian-Pilot
2025-11-05
Company data provided by crunchbase