Groupe BPCE
Asset Liability Management Specialist
Groupe BPCE, New York, New York, us, 10261
Poste et missions
Natixis is looking for an Asset Liability Management Director to join the CIB Americas Asset Liability Management (ALM) team. ALM is part of the 1 st line of defense on Liquidity Management and works in coordination with with CIB Americas Treasury in this capacity. Additionally, ALM produces analyses on Balance Sheet & Capital and IRRBB and for the Americas Asset Liability Committee ("Americas ALCO") of Natixis CIB Americas. The teams reports to the CIB Americas CFO.
Located in a central and vibrant area next to the Rockefeller Center, this is an exciting opportunity to join Natixis CIB Americas as a Director of Asset Liability Management. The successful candidate will work in direct collaboration with Global Markets (including Trading and Structuring), Investment Banking, Coverage, Portfolio Management as well a Treasury teams to identify, measure, and manage financial risks across the Bank.
The position The salary range for this position will be between $175,000 - $200,000. Natixis is required by law to include a reasonable estimate of the compensation range for this role. Actual base salary will vary and will be based on several factors including, but not limited to, relevant experience, education, skills set, applicable licensure and certifications, and other business and organizational needs. Base salary is only one component of our total rewards package. Natixis also offers a generous benefits package, and you will be eligible for a discretionary bonus depending on company and individual performance.
He/she/they have the following responsibilities:Work in collaboration with Business Lines, Treasury and Finance teams to assess the bank's financial risks, including liquidity risk, interest rate risk and FX risk and propose management strategiesContribute to the design, calibration and maintenance of the internal liquidity management metrics including Early Warning Indicators, in coordination with the Treasury and 2 nd line of defenseContribute to the design, calibration and maintenance of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) frameworkContribute to the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, in coordination with TreasuryConduct regular stress testing and scenario analysis to identify potential vulnerabilities and t ake part in the the Liquidity Buffer requirements calibration and the IRRBB analyses for CIB AmericasContribute to Americas ALCO reporting on Liquidity, Interest Rates & FX risks, and Capital for CIB Americas in coordination with the Treasury and 2 nd line of defense on Liquidity Risk ManagementRespond to requests from the regulators (FRB, FINRA, DFS and OSFI) on Funding/Liquidity and Structural Interest Rates and FX risk topics, including Cash-flow Forecasting, Liquidity Stress Testing and Buffer Requirements, LCR/NSFR, Funding Diversification, IRRBBKeep abreast of regulatory changes and financial markets trends and developments potentially affecting banks liquidity, funding and structural risks, and make recommendations on for enhancements to the liquidity management framework
Profil et comptences requises
•BA/BS level (graduate degree preferred) from an accredited university/college - concentration in Economics, Finance or Statistics preferred,•10+ years of experience in a CIB environment with at least 5 years of experience in ALM or Treasury•Knowledge of bank and broker dealer activities and products (funding and treasury, securities financing transactions, loans and financial commitments, derivatives...etc.)•Proficient with standard analytical methods and software (Excel, Power BI, SQL, ...)
Natixis is looking for an Asset Liability Management Director to join the CIB Americas Asset Liability Management (ALM) team. ALM is part of the 1 st line of defense on Liquidity Management and works in coordination with with CIB Americas Treasury in this capacity. Additionally, ALM produces analyses on Balance Sheet & Capital and IRRBB and for the Americas Asset Liability Committee ("Americas ALCO") of Natixis CIB Americas. The teams reports to the CIB Americas CFO.
Located in a central and vibrant area next to the Rockefeller Center, this is an exciting opportunity to join Natixis CIB Americas as a Director of Asset Liability Management. The successful candidate will work in direct collaboration with Global Markets (including Trading and Structuring), Investment Banking, Coverage, Portfolio Management as well a Treasury teams to identify, measure, and manage financial risks across the Bank.
The position The salary range for this position will be between $175,000 - $200,000. Natixis is required by law to include a reasonable estimate of the compensation range for this role. Actual base salary will vary and will be based on several factors including, but not limited to, relevant experience, education, skills set, applicable licensure and certifications, and other business and organizational needs. Base salary is only one component of our total rewards package. Natixis also offers a generous benefits package, and you will be eligible for a discretionary bonus depending on company and individual performance.
He/she/they have the following responsibilities:Work in collaboration with Business Lines, Treasury and Finance teams to assess the bank's financial risks, including liquidity risk, interest rate risk and FX risk and propose management strategiesContribute to the design, calibration and maintenance of the internal liquidity management metrics including Early Warning Indicators, in coordination with the Treasury and 2 nd line of defenseContribute to the design, calibration and maintenance of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) frameworkContribute to the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, in coordination with TreasuryConduct regular stress testing and scenario analysis to identify potential vulnerabilities and t ake part in the the Liquidity Buffer requirements calibration and the IRRBB analyses for CIB AmericasContribute to Americas ALCO reporting on Liquidity, Interest Rates & FX risks, and Capital for CIB Americas in coordination with the Treasury and 2 nd line of defense on Liquidity Risk ManagementRespond to requests from the regulators (FRB, FINRA, DFS and OSFI) on Funding/Liquidity and Structural Interest Rates and FX risk topics, including Cash-flow Forecasting, Liquidity Stress Testing and Buffer Requirements, LCR/NSFR, Funding Diversification, IRRBBKeep abreast of regulatory changes and financial markets trends and developments potentially affecting banks liquidity, funding and structural risks, and make recommendations on for enhancements to the liquidity management framework
Profil et comptences requises
•BA/BS level (graduate degree preferred) from an accredited university/college - concentration in Economics, Finance or Statistics preferred,•10+ years of experience in a CIB environment with at least 5 years of experience in ALM or Treasury•Knowledge of bank and broker dealer activities and products (funding and treasury, securities financing transactions, loans and financial commitments, derivatives...etc.)•Proficient with standard analytical methods and software (Excel, Power BI, SQL, ...)