Treasury - Assistant Manager - Asset Liability Management

Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.  Our promise to maintain an environment where every employee feels valued and able to meet their full potential infuses our company values. It’s also part of our commitment to inclusion, development and engagement, and corporate social responsibility. You’ll have tools to help balance your professional and personal life, paid volunteer days, and access to employee networks that help you stay connected to what matters to you. Join us.

The Asset Liability Management (ALM) team within Global Treasury is responsible for optimizing the company’s balance sheet while maximizing net interest income (NII) within our risk appetite and regulatory constraints. Key functions within ALM include balance sheet and NII forecasting and interest rate risk (IRR) management, with each being supported by groups focused on data analytics, balance sheet modeling and committee reporting. ALM is also responsible for coordinating the company’s deposit pricing strategy, return on capital and funds transfer pricing methodologies and balance sheet strategy. ALM works closely with other functions across Global Treasury, Finance, Risk Management and other business units. This specific role supports the international ALM team and the calculation of interest rate risk (IRR) for material legal entities across the company.

The IRR Management team is responsible for:

• Oversight of balance sheet data acquisition, integrity and reporting within the QRM application for purpose of balance sheet analysis and IRR measurement
• Analyzing output and ensuring accuracy of results
• Ensuring timely preparation and delivery of ALM  reporting and analytics for corporate  and selected international legal entities performing timely and accurate ad-hoc analyses

General:

• Works closely with teammates and key business partners to analyze impacts to corporate and material legal entity NII forecasts and IRR metrics from different balance sheet strategies
• Follow procedures and maintain existing processes, but also think critically around forecast and IRR topics to build subject matter expertise
• Ensure timely and accurate reporting for IRR metrics
• Help establish priorities with other team members with appropriate deadlines and interim checkpoints
• Learn new concepts and become a subject matter expert on various balance sheet and ALM processes
• Apply knowledge/skills handling complex problems and/or coordinating work which may extend beyond own area of expertise; share expertise with colleagues and other departments

The position requires:

• Quantitative Risk Management (QRM) software experience preferred, but not required
• Minimum of undergraduate degree, preferably in Finance or related field
• Strong quantitative aptitude/skills and experience modeling complex financial concepts
• Detail oriented and effective written and verbal communication skills
• Experience using software applications to define and solve complex business problems
• Knowledge of financial markets
• Ability to work independently and in a team environment
• Ability to communicate complex concepts to broad audiences

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