AVP/VP-ALM/Liquidity-Los Angeles

  • Competitive
  • Los Angeles, CA, USA
  • Permanent, Full time
  • BSM Group
  • 18 Feb 19

The AVP/VP of Treasury position will be responsible for supporting ALM and Liquidity development, production and strategy by developing ALM analytics and reports focused primarily on dynamic deposit analysis across key metrics to evaluate Bank-wide deposit behaviors. The position will actively participate in the review and assessment of deposit product strategies by developing and maintaining a range of assessment tools, including product and channel balance flows, duration measures, liquidity risk impacts, vintage performance and other relevant metrics.

Responsibilities: • Conduct deposit analyses to support pricing decisions, deposit model enhancements, etc. • Support the ALM risk measurement and strategy recommendation process within the QRM ALM system • Design and develop value-added standard reports to assist the Deposit Pricing Committee in its pricing decision across channels and products • Assist with Liquidity framework and process development in QRM, with a focus on deposit methodologies • Actively promote change and help move ALM modeling practices towards “best practice” • Assist with standard ALCO and Board level aggregate deposit, ALM, and Liquidity analysis and reporting Requirements: • An advanced degree in mathematics, finance, statistics, economics, or related field is preferred • A minimum of five years direct work experience in ALM in a banking or related field is preferred • Expertise in QRM, VBA, SQL, Bloomberg, Microsoft office strongly preferred • Experience in applied financial quantitative analytic techniques • Experience with multiple aspects of treasury risk management (ALM, deposit modeling, analysis, and forecasting, etc.) • Excellent organizational skills with sound judgment and vision • Strong communication skills with the ability to clearly articulate complex topics at all levels of the organization • Ability to develop and maintain collaborative relationships throughout the organization • Ability to work in a fast-paced environment • Must be competitive and driven with the ability to work closely within a team