An industry leading investment bank is currently looking to expand their team in the Treasury and Balance Sheet Modeling Function at both the Associate and VP levels. The bank core business is , IB, sales and trading, and broker dealer, and are actively looking to gain market share in the United States.
The Treasury Balance Sheet Modelling team is specifically focused on ALM/IRR, and Balance Sheet model development and implementation. An ideal candidate will have 3-12 years of experience, a strong understanding of developing institutional treasury polices, developing and enhancing IRR and balance sheet forecast models, and working with internal stakeholders to improve QRM and ALM platforms.
Responsibilities:
- Developing ALM forecasting and balance sheet capital management models
- Own and manage ALM and Balance Sheet methodology
- Validation and analysis with PPNR models and Basel models
- Updating necessary policies in the Treasury function such as capital management and capital distribution
- Work closely with senior stakeholders on risk analytics and to help drive firm-wide decision making
Qualifications:
- 3+ years of experience working in the financial industry in a Treasury or Risk capacity
- Knowledge of CCAR/DFAST
- Proficient with Python, R, SPSS
- Experience building and developing ALM and Liquidity models
