Asset Liability Management (ALM), a division of Global Treasury, is responsible for managing the balance sheet, net interest income (NII) forecast and interest rate risk positioning. The team focuses on optimizing the risk/reward relationship by recommending strategies for sustaining and growing NII while being mindful of regulatory constraints. ALM routinely collaborates with other areas across Global Treasury, Finance, Risk and business units to operate within the risk appetite outlined by the SSBI Executive Management.
The candidate would support SSBI's interest rate risk management and measurement process reporting into the Head of ALM. This position would oversee the bank's NII sensitivity, economic value of equity (EVE) and mark to market (MTM) risk posture relative to internally approved limits and guidelines. The role requires close collaboration with business partners throughout the company in support of balance sheet strategies.
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Responsibilities:
- Working closely with a team of analysts to analyze NII sensitivity, EVE sensitivity and MTM risk
- Identifying and communicating key storylines and drivers of change to the interest rate risk position, along with analysis of our peers
- Preparing and presenting clear, concise and influential presentations to senior management
- Partnering with other team members across ALM, Treasury, Finance and oversight partners
- Supporting ALM's balance sheet and NII forecasting process
- Supporting internal and external stress tests, such as the EBA stress test or the ICAAP
Qualifications
- 5+ years' experience in financial services, Treasury and Interest Rate Risk experience preferred
- Experience working with the Quantitative Risk Management (QRM) framework
- Proven ability to solve problems and improve existing processes
- Successfully collaborates and leads peers and business partners and works well independently
- Analytical mindset
- Excellent verbal and written communication
- Strong quantitative aptitude/skills
- Detail orientation
- Minimum of bachelor's degree, preferably in Economics, Finance or quantitative discipline
- CFA a benefit.
Are you the right candidate? Yes
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