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My client is looking for a strong Asset Liability Manager to manage interest rate risk and liquidity risk for the bank.
My client is one of the largest US investment banks based in New York City.
- Develop and improve the policies and procedures on Interest Rate Risk and Liquidity Risk
- Analyze the banks Net Interest Income (NII) and Economic Value of Equity (EVE)
- Review the firm's assets and liabilities management (ALM) framework
- Run interest rate scenarios through the bank's ALM system to manage balance sheet risk
- Leading the development of quarterly and ad-hoc analytical reporting
- Review Treasury models
- 3+ years of experience in Treasury / Balance Sheet Risk, Interest Rate Risk, or Liquidity Risk
- Bachelor's degree required
- Exposure to senior leadership
- Upwards mobility