Manager, Treasury ALM & Analytics
Responsibilities:
- Financial Risk Management - ALM; Manage risk management program based on in-depth understanding of financial and capital markets and products, macro-economic trends, portfolio risk profile, senior management risk tolerance and company profit objectives. Responsible for the ALM platform including data integrity, reasonableness of output/results and system related contingency planning. Develop sophisticated interest risk analysis (e.g. Gap Analysis, Earnings at Risk, Economic Value of Equity, Monte Carlo simulations etc.) to be used for TMCC, TFSB, other TFS entities and parent company reporting
- Liquidity Risk Analytics and Cash Flow Modeling; Develop and maintain models and methodologies for funding plan formulation and liquidity risk analytics. Utilize database and analytical tools to create real-time risk modeling and reporting. Develop global liquidity stress analytics and scenarios in guidance with rating agencies and internal policies, to ensure solid balance sheet liquidity in normal or distressed market conditions.
- Funds Transfer Pricing (FTP); Lead the FTP modeling, analytics and reporting for all TFS/TFSB products. Develop best practice guidance and framework for FTP methodology and effectively communicate and expand relationships with other global TFS entities and parent company.
Requirements/Qualifications:
- Bachelor of Science in Accounting/Finance, Computer Science, Math or equivalent required
- 6+ years of progressive experience in financial risk management, treasury, and financial modeling
- Knowledge and expertise with Empyrean, Bancware and/or comparable economic and financial risk management platform (used for interest rate management, liquidity risk management, and financial planning and analysis)
- Treasury/Asset Liability Management /capital markets experience
- Experience in managing and executing sophisticated financial risk program for a large top tier international financial institution by harnessing people, technology and bank relationship resources.
- Ability to lead in thought and action, build senior management confidence and add organizational value.
- Strong quantitative, analytical, and technical skills and aptitude to build advanced financial models
- Proficiency in SQL
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