Senior Vice President, Treasury and ALM
Provide expertise in modeling and forecasting for assets, liabilities, and Interest Rate Risk management. Identify opportunities to enhance IRR analytics. Develop policies and procedures aligning with regulatory requirements and Corporate guidance. Monitor compliance to internal and regulatory balance sheet metrics. Collect financial data, validate, and run IRR models/analyses. Ensure models function as expected and troubleshoot issues. Assess risks in new or changing Bank products. Monitor industry developments and apply best practices. Develop reports and briefings for senior management identifying risks and recommending solutions. Conduct special projects and ad-hoc analyses. Requires degree in math, engineering, statistics, computational finance or economics. MBA, CFA, FRM, or CA preferred. 10-15 years experience in interest rate risk management and asset-liability management within large financial organizations. Experience with Quantitative Risk Management (QRM) or similar IRR platform.
