Treasury, AVP Treasury, AVP …

State Street
in Charlotte, NC, United States
Permanent, Full time
Be the first to apply
Competitive
State Street
in Charlotte, NC, United States
Permanent, Full time
Be the first to apply
Competitive
State Street
Treasury, AVP
The Asset/Liability Management (ALM) group within Global Treasury is responsible for optimizing the company's balance sheet to sustain and grow net interest revenue while balancing capital and interest rate risk constraints. The group is accountable for in depth understanding, modeling, and representation of the complex interaction of global markets, customer behavior, and regulatory oversight to highlight risk/reward opportunities and exposures to the Board of Directors, senior management, and regulatory agencies. ALM works closely with other areas across Global Treasury, Finance, and the bank to manage State Street's earnings, capital and liquidity within the risk appetite outlined by the Board of Directors.

This position will be a key contributor to the realization of ALM's mission of optimizing the balance sheet within the desired interest rate risk appetite position. He/she will be primarily responsible for:
  • Working closely with senior managers to measure and analyze interest rate risk against board-level risk limits
  • Developing and updating complex financial models and assumptions to quantify net interest revenue sensitivity, economic value of equity sensitivity and mark-to-market sensitivity
  • Preparing and presenting management and regulatory interest rate risk reporting
  • Performing timely and accurate ad-hoc analytics
  • Ensuring accuracy of data used within interest rate risk modeling and reasonability of results
  • Leading cross-functional teams across ALM, to hit key project deadlines
  • Communicating key storylines and complex problems to the management team and outside business partners
The position requires:
  • 4 years financial analysis and/or ALM experience in large, complex financial institutions, preferably with global span
  • MBA preferred
  • Prefer Quantitative Risk Management (QRM) asset/liability management software experience
  • Experienced user of Quantitative Risk Management (QRM) asset/liability management software
  • Strong quantitative aptitude skills modeling complex financial instruments
  • Detail orientation
  • Experience analyzing large, complex datasets
  • Knowledge of financial markets
  • Ability to work independently and in a team environment
  • Ability to quickly learn new concepts and become a subject matter expert for the group
  • Effective written and verbal communication skills
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