VP, US Asset and Liability management (ALM) Lead

Full Time

International Banking Client

Office Status: Hybrid

Salary: $120,000 – $200,000

Responsibilities:

  • “Own” the interest risks in the US banking books thorough understanding of the risks – daily sign off and explains, adherence to and proactive management of limits across businesses and entities
  • Lead our frequent business sessions on balance sheet developments, business strategies and implications on interest risk representation and management for these books
  • Ensure the interest risks are properly represented. Proactively identify new/emerging IR risks. Identify potential model or calibration shortcomings – propose remediation’s
  • Recommend optimal hedging strategies – using swaps – options – caps and floors and securities for parts of the portfolio. Discuss different strategies with our Interest Rate market making desks, research, business heads and market risk – including market level triggered executions etc
  • Present recommendation to Local ALCO for approval as required
  • Ensure our hedging execution is flawless – monitoring execution levels with our Interest Rate market making desk and ensuring all limits and constraints are adhered to
  • Recommend optimal hedging strategies – using swaps – options – caps and floors and securities for parts of the portfolio. Discuss different strategies with our Interest Rate market making desks, research, business heads and market risk – including market level triggered executions etc
  • Present recommendation to Local ALCO for approval as required
  • Ensure our hedging execution is flawless – monitoring execution levels with our Interest Rate market making desk and ensuring all limits and constraints are adhered to
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