Vice President - Treasury / ALM / Interest Rate Risk Management Vice President - Treasury / ALM / Interest Rate  …

State Street
in Charlotte, NC, United States
Permanent, Full time
Last application, 18 Feb 20
Competitive
State Street
in Charlotte, NC, United States
Permanent, Full time
Last application, 18 Feb 20
Competitive
State Street
Vice President - Treasury / ALM / Interest Rate Risk Management
Impact Statement
Asset Liability Management (ALM), a division of Global Treasury, is responsible for managing the corporate balance sheet, net interest income (NII) forecast and interest rate risk positioning. The team focuses on optimizing the risk/reward relationship by recommending strategies for sustaining and growing NII while being mindful of regulatory constraints. ALM routinely collaborates with other areas across Global Treasury, Finance, Risk and business units to operate within the risk appetite outlined by the Board of Directors.

The candidate would lead State Street's corporate interest rate risk management and measurement process. This position would oversee the bank's NII sensitivity, economic value of equity (EVE) and mark to market (MTM) risk posture relative to internally-approved limits and guidelines. The role requires close collaboration with business partners throughout the company in support of company-wide balance sheet strategies.

Responsibilities:
  • Working closely with a team of analysts to analyze NII sensitivity, EVE sensitivity and MTM risk
  • Identifying and communicating key storylines and drivers of change to the interest rate risk position, along with analysis of our peers
  • Preparing and presenting clear, concise and influential presentations to senior management
  • Partnering with other team members across ALM, Treasury, Finance and oversight partners
  • Performing timely and accurate ad-hoc analytics
  • Supporting quarter-end earnings preparation process and related regulatory filings

Qualifications
  • 7+ years' experience in financial services, Treasury and Interest Rate Risk experience preferred
  • Experience working with the Quantitative Risk Management (QRM) framework
  • Proven ability to solve problems and improve existing processes
  • Successfully collaborates and leads peers and business partners and works well independently
  • Analytical mindset
  • Excellent verbal and written communication
  • Strong quantitative aptitude/skills
  • Detail orientation
  • Minimum of Bachelor's degree, preferably in Economics, Finance or quantitative discipline

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