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VP – Treasury ALM Specialist

  • Location:

    New York

  • Sector:

  • Job type:

    Permanent

  • Job ref:

    KD1303201

Key Responsibilities:

  • Independently provides expertise to the application management, policy writing, analytical research, data gathering, calculations, modeling and forecasting related to controlling the risks associated with assets, liabilities, liquidity, and IRR management.

  • Interfaces with internal and external stakeholders and continues to build a broad range of knowledge spanning the range of treasury, capital and asset and liability categories across the organization and its varied products/services.

  • Often specializes in ALM matters such as Deposit Liabilities, Interest Rate Risk, Currency Risk, Capital Management and Planning, etc. and/or oversees the scope of activities for an assigned functional area.

  • Provides input required for the development of the ALM policy and strategies for assigned functional areas in alignment with Corporate guidance, and regulatory requirements.

  • Manages the local/regional production and submission of ALM-Treasury data application related information to senior management and the appropriate governance committees.

  • Runs configuration of the Asset Liability Management Information System data model as it relates to the input of that data into the ALM analytic and reporting platform, the QRM (Quantitative Risk Management) application.

  • Ensures that data models and data flows are functioning as expected; troubleshoots and reports on unexpected/undesired results.

  • Assesses risk inherent in any new or changing Bank products and adjusts data model and process inputs.

  • Develops data policies and procedures in line with regulatory requirements and Corporate guidance related to liquidity, capital and IRR aspects of ALM analytics and reporting.

  • Ensures data alignment to liquidity risk position and any regulatory requirements. Prepares reports that provide clear and accurate analyses and that identify and track risks

  • Ensures proper controls for the ALMIS-QRM data flow as to the quality and integrity of reports produced for senior management and ALM committee processes.

  • May provide advice on the data model and process aspects of specific business decisions that will affect liquidity, capital or interest rate risk.

  • Monitors the regulatory environment, conducts applicable research and makes recommendations for responding to emerging/changing regulatory requirements affecting ALM

Qualifications:

  • Bachelor’s degree or the equivalent combination of education and experience is required.

  • Degree in database science, math, engineering, statistics or computational finance preferred.

  • 7-10 years of total work experience preferred.

  • Experience with QRM or a similar financial analytics engine, financial data models and/or asset liability management within large complex financial organizations preferred.

Please submit your CV for further details.