Asset Liability Manager

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Job description

Job Description:

Balance Sheet and Management-Treasury Finance (BSMTF) is a division within the CFO Group responsible for providing executive management with accurate and timely forecasts of the balance sheet and net interest income (NII), Liquidity, and Capital. Another critical BSM function is the measurement and analysis of Interest Rate Risk (IRR) using various methods. This information provides the framework that allows the company to position its balance sheet consistent with its risk appetite and expectations for changes in interest rates.
BSM maintains close partnerships with various groups across the enterprise, providing key input to critical processes and strategic decisions. These partnerships focus on the following: (1) balance sheet composition and interest rate risk strategy, (2) strategic planning for the company's three-year outlook with Corporate Planning and Finance, (3) setting the right strategy to accurately measure the profitability of assets and liabilities to ensure efficient usage of the balance sheet, (4) stress testing the balance sheet under adverse economic scenarios with the Global Stress Testing team and, (5) producing the balance sheet and NII forecast in coordination with the Line of Business and Global Liquidity Management for the Global Resolution and Recovery Planning exercise.
The Asset Liability Manager partners with key stakeholders inside and outside of Treasury to identify, design, and implement process and, where applicable, technology changes to the CFO Group's Forecasting Process. Responsibility to include improving process integration among: BSMTF, LOB Finance, LOBs, and Quantitative Model Platforms for Corporate Forecast and Stress/Scenario Analysis enabling comprehensive analytics to better measure opportunities and Trade Offs among Earning, Liquidity, and Capital. Specifically, the role will be the key function that focusses on integrating BSMTF and non-BSMTF processes and tools to reduce operational risk while increasing speed to market and analytical synergies among disparate process. In addition, responsibility will include Business Analyst (BA) work to identify and drive execution of OpEx improvements within BSMTF which include process integration, optimization design, scenario design/execution as well as ad hoc analysis informing Treasury market execution decisions.
The candidate requires a strong combination of both technical and communication/leadership skills with an ability to communicate with a wide range of Associates with varying degree of technical knowledge. The candidate must have prior Asset Liability Management experience (BSM, Risk, Capital, Liquidity etc.) and technical proficiency in designing and/or writing logic (i.e. Python) as well as process design experience. Econometric training and/or experience coupled with proven Stress Testing experience is highly desired.
Required Skills and Experience:

• Master's degree (quantitative finance, financial analysis, computer science, economics, or business administration) - or related work experience
• 10+ years of Financial Services experience
• 5+ years of Treasury experience
• Excellent analytical and complex problem resolution skills
• Understanding of financial market dynamics, interest rates, accounting, and financial products
• Advanced skill in MS Office tools, especially Microsoft Excel (v look ups, pivot tables)
• Inquisitive, willing to challenge the status quo and strive to improve processes
• Ability to meet strict timelines and ability to work with a high level of autonomy and make well-reasoned decisions
• Team oriented
• Strong & proven communication/interpersonal skills
• Management Experience
• Process and/or logical code design experience

Desired Skills and Experience:

• Python
• SQL
• Tableau
• Alteryx
• Model implementation, MRM
• Stress Testing, Econometrics, Forecasting
• Project Management

This role may be filled as an Asset Liability Manager or a Senior Asset Liability Associate based on skills and experience.

Job Band:
H4

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
--> Job Description:

Balance Sheet and Management-Treasury Finance (BSMTF) is a division within the CFO Group responsible for providing executive management with accurate and timely forecasts of the balance sheet and net interest income (NII), Liquidity, and Capital. Another critical BSM function is the measurement and analysis of Interest Rate Risk (IRR) using various methods. This information provides the framework that allows the company to position its balance sheet consistent with its risk appetite and expectations for changes in interest rates.
BSM maintains close partnerships with various groups across the enterprise, providing key input to critical processes and strategic decisions. These partnerships focus on the following: (1) balance sheet composition and interest rate risk strategy, (2) strategic planning for the company's three-year outlook with Corporate Planning and Finance, (3) setting the right strategy to accurately measure the profitability of assets and liabilities to ensure efficient usage of the balance sheet, (4) stress testing the balance sheet under adverse economic scenarios with the Global Stress Testing team and, (5) producing the balance sheet and NII forecast in coordination with the Line of Business and Global Liquidity Management for the Global Resolution and Recovery Planning exercise.
The Asset Liability Manager partners with key stakeholders inside and outside of Treasury to identify, design, and implement process and, where applicable, technology changes to the CFO Group's Forecasting Process. Responsibility to include improving process integration among: BSMTF, LOB Finance, LOBs, and Quantitative Model Platforms for Corporate Forecast and Stress/Scenario Analysis enabling comprehensive analytics to better measure opportunities and Trade Offs among Earning, Liquidity, and Capital. Specifically, the role will be the key function that focusses on integrating BSMTF and non-BSMTF processes and tools to reduce operational risk while increasing speed to market and analytical synergies among disparate process. In addition, responsibility will include Business Analyst (BA) work to identify and drive execution of OpEx improvements within BSMTF which include process integration, optimization design, scenario design/execution as well as ad hoc analysis informing Treasury market execution decisions.
The candidate requires a strong combination of both technical and communication/leadership skills with an ability to communicate with a wide range of Associates with varying degree of technical knowledge. The candidate must have prior Asset Liability Management experience (BSM, Risk, Capital, Liquidity etc.) and technical proficiency in designing and/or writing logic (i.e. Python) as well as process design experience. Econometric training and/or experience coupled with proven Stress Testing experience is highly desired.
Required Skills and Experience:

• Master's degree (quantitative finance, financial analysis, computer science, economics, or business administration) - or related work experience
• 10+ years of Financial Services experience
• 5+ years of Treasury experience
• Excellent analytical and complex problem resolution skills
• Understanding of financial market dynamics, interest rates, accounting, and financial products
• Advanced skill in MS Office tools, especially Microsoft Excel (v look ups, pivot tables)
• Inquisitive, willing to challenge the status quo and strive to improve processes
• Ability to meet strict timelines and ability to work with a high level of autonomy and make well-reasoned decisions
• Team oriented
• Strong & proven communication/interpersonal skills
• Management Experience
• Process and/or logical code design experience

Desired Skills and Experience:

• Python
• SQL
• Tableau
• Alteryx
• Model implementation, MRM
• Stress Testing, Econometrics, Forecasting
• Project Management

This role may be filled as an Asset Liability Manager or a Senior Asset Liability Associate based on skills and experience.

Job Band:
H4

Shift:
1st shift (United States of America)

Hours Per Week:
40

Weekly Schedule:

Referral Bonus Amount:
0
Job Description: Balance Sheet and Management-Treasury Finance (BSMTF) is a division within the CFO Group responsible for providing executive management with accurate and timely forecasts of the balance sheet and net interest income (NII), Liquidity, and Capital. Another critical BSM function is the measurement and analysis of Interest Rate Risk (IRR) using various methods. This information provides the framework that allows the company to position its balance sheet consistent with its risk appetite and expectations for changes in interest rates.
BSM maintains close partnerships with various groups across the enterprise, providing key input to critical processes and strategic decisions. These partnerships focus on the following: (1) balance sheet composition and interest rate risk strategy, (2) strategic planning for the company's three-year outlook with Corporate Planning and Finance, (3) setting the right strategy to accurately measure the profitability of assets and liabilities to ensure efficient usage of the balance sheet..... click apply for full job details

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