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Position Summary You will be the leader of the Balance Sheet Modeling & Analytics team and will roll up to the Global Head of Liquidity Risk. You will liaise with multiple departments, including Risk, Finance, and IT as part of the continual development and ownership of:
Asset liability management (ALM)
Quantitative analysis for Liquidity/Treasury strategies
Interest rate risk management
Fund Transfer Pricing
Lead a team responsible for all of the quantitative modeling across the firm's Balance Sheet
Liaise with C-level executives and face-off against regulators
Take ownership of analytics and reporting function in regards to the interest rate and foreign exchange risk programs
Develop and recommend ALM/ Balance Sheet strategies
Consult and provide deposit modeling analysis and solutions to meet firm wide initiatives
Execute hedging initiatives to manage interest rate and fund transfer pricing within risk in line with firm wide policy risk limits
Minimum required skills and experience:
An advanced degree in mathematics, finance, statistics, economics, or related field is required.
A minimum of ten years of direct work experience in ALM in a banking or related field
A minimum of ten years of experience with ALM systems specifically QRM and/or knowledge of advanced programming languages such as C++ or C#
Extensive experience managing multiple aspects of Balance Sheet management (ALM, modeling, funds transfer pricing (FTP), interest rates (IR), Liquidity, etc...)
Ability to mentor team members and attract, motivate and retain talent
Strong communication skills with the ability to clearly articulate complex topics at all levels of the organization
If you are interested in learning more about this position, please apply in with an updated resume (Word format preferred)