Asset Liability Management Specialist

$175,000 - $200,000/Yr

Natixis - New York, NY

Full-time - Senior

New York, NY

Professional, Scientific, and Technical Services

About the position

Natixis is seeking an experienced Asset Liability Management (ALM) Director to join the CIB Americas ALM team. This role is crucial for ensuring robust financial health and involves analyzing balance sheets, capital, and interest rate risks. The ALM Director will collaborate with various teams to manage financial risks and contribute to the Americas Asset Liability Committee's insights.

Responsibilities

• Collaborate with Business Lines, Treasury, and Finance teams to evaluate the Bank's financial risks, including liquidity, interest rate, and FX risks, and propose effective management strategies.
• Contribute to the design, calibration, and maintenance of internal liquidity management metrics, including Early Warning Indicators, in partnership with Treasury.
• Assist in the development and upkeep of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) framework.
• Aid in the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, coordinating with Treasury.
• Conduct regular stress testing and scenario analysis to identify potential vulnerabilities, and participate in calibrating Liquidity Buffer requirements and IRRBB analyses for CIB Americas.
• Contribute to Americas ALCO reporting on Liquidity, Interest Rates, FX risks, and Capital, working in conjunction with Treasury and the second line of defense on Liquidity Risk Management.
• Respond to regulatory inquiries from entities such as FRB, FINRA, DFS, and OSFI regarding Funding/Liquidity and Structural Interest Rates and FX risk topics.
• Stay updated on regulatory changes and financial market trends that may impact the Bank's liquidity, funding, and structural risks, and recommend enhancements to the liquidity management framework.

Requirements

• Bachelor's degree (BA/BS) from an accredited university/college; a graduate degree in Economics, Finance, or Statistics is preferred.
• A minimum of 10 years of experience in a Corporate and Investment Banking (CIB) environment, with at least 5 years in Asset Liability Management or Treasury.
• Strong knowledge of banking and broker-dealer activities and products, including funding and treasury operations, securities financing transactions, loans and financial commitments, and derivatives.
• Proficiency in standard analytical methods and software tools, including Excel, Power BI, SQL, and others.

Benefits

• Generous benefits package
• Discretionary bonus depending on company and individual performance