Vice President, Asset Liability Management Specialist Position Available In New York, New York

Work with Business Lines, Treasury and Finance teams to assess the bank’s financial risks, including liquidity risk, interest rate risk and FX risk. Conduct regular stress testing and scenario analysis to identify potential vulnerabilities and take part in the Liquidity Buffer requirements calibration and the IRRBB analyses for CIB Americas. Manage and mitigate financial risks resulting from mismatches of assets and liabilities. Develop Asset and Liability Management (ALM) strategies with consideration of a wide range of factors, such as allocation of assets, regulatory requirements, and internal capital frameworks. Monitor the evolving market conditions and support liquidity strategies of various business lines. Monitor liquidity utilizing analytics and tools, including liquidity stress testing results and a set of Early Warning Indicators. Responsible for conducting internal liquidity stress tests and Net Stressed Cash Flow Need calculations. Perform liquidity buffer need calibration and back testing in accordance with CIB Americas ALM policies and procedures. Review and analyze balance sheet and off-balance sheet positions in support of the financial and the liquidity management in the firm. Perform cash flow projection in accordance with CIB Americas ALM policies and procedures. Perform monthly internal funding and Liquidity Coverage Ratio cost calculations. Contribute to the liquidity stress test model and cash flow projection periodic review and calibration.

Requirements:

Master’s degree (US or foreign equivalent) in Finance, Financial Engineering, Economics, Statistics, or a related field and three (3) years of experience in the position offered or in a related role.•All of the required experience must have included experience with: Treasury or Asset Liabilities management in a Corporate and Investment Bank; working with funding and treasury products, securities financing transactions, loans and financial commitments, and derivatives; designing liquidity and balance sheet optimization solutions using statistical analytics and large datasets; managing banks liquidity during crisis or stress conditions; developing and using financial modeling to perform liquidity stress testing, cash flow forecasting, intraday liquidity management and interest rate risk management; working with liquidity risk management software solutions such as OneSumX; working with Summit or LoanIQ; working with relational databases, Excel, Power BI, and SQL to perform financial analysis on liquidity, interest rate risk and structural balance sheet risks; and delivering complex financial analysis and recommendations to senior management.•This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from the New York tri-state area (NY, NJ, and CT).

Minimum Salary:

160,597

Maximum Salary:

165,000

Salary Unit:

Yearly