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Asset Liability Management

New York
Job Type
13 Sep 2020

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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.

Client Details

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

Job Offer

  • Exposure to senior leadership
  • Upwards mobility
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  • Job Reference: 173893083-2
  • Date Posted: 13 September 2020
  • Recruiter: Michael Page
  • Location: New York
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent