CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Impact Statement Asset Liability Management (ALM), a division of Global Treasury, is responsible for managing the corporate 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 Board of Directors.
The candidate would lead State Street's corporate interest rate risk management and measurement process. 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 company-wide balance sheet strategies.
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
Performing timely and accurate ad-hoc analytics
Supporting quarter-end earnings preparation process and related regulatory filings
7+ 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
Excellent verbal and written communication
Strong quantitative aptitude/skills
Minimum of Bachelor's degree, preferably in Economics, Finance or quantitative discipline