Balance Sheet Management & Treasury Finance (BSMTF) is a division within the CFO – Corporate Treasury group responsible for providing executive management with accurate and timely forecasts of the balance sheet, net interest income (NII) and analysis of Interest Rate Risk (IRR). BSMTF maintains close partnerships with various groups across the enterprise, providing key input to critical processes and strategic decisions. These partnerships focus on the following: (1) balance sheet composition and interest rate risk strategy, (2) strategic planning for the company’s three-year outlook with Corporate Planning and Finance, (3) setting the right strategy to accurately measure the profitability of assets and liabilities to ensure efficient usage of the balance sheet, (4) stress testing the balance sheet under adverse economic scenarios with the Global Stress Testing team and, (5) producing the balance sheet and NII forecast in coordination with the Line of Business and Global Liquidity Management for the Global Resolution and Recovery Planning exercise.
The BSMTF Forecast Engineering & Development team (FED) is business-technology hybrid whose members are highly driven and have multi-faceted skillsets that allow them to be comfortable working in both business and technology domains. FED team members combine banking, quantitative finance, and accounting expertise with software development, process engineering, and other technical skills.
The team’s workflow is centered on 3 primary goals:
Supporting and finding ways to improve existing Corporate Treasury forecasting processes
Engineering new forecasting functionality, with a particular focus on cross-Treasury capabilities
Collaboratively developing large scale solutions in support of forecasting objectives
We are looking for a Senior ALM Analyst to help:
Develop technical solutions to business problems, which requires ability and interest to develop expertise in both disciplines
Participate in cross-functional projects, which will provide exposure to and require learning from senior team leaders
The Analyst must be a self-starter with programming skills or interest who is comfortable working hands-on with financial calculation processes, understanding quantitative concepts and debugging production code.
Strong desire to learn and use technology for purpose of driving impactful change
Basic understanding of financial market dynamics, interest rates, accounting, and financial products
Ability to work well in a cooperative, time-sensitive, results-driven environment
Ability to manage multiple priorities with minimal supervision
Ability to work individually and with the group on complex problem solving
Analytical skills, critical thinking and a strong desire to learn
Degree in Math, Finance, Accounting, Computer Science or equivalent work experience (CPA/CFA)
Experience with or strong interest in:
Banking, Quantitative and Forecasting concepts
Traditional SQL or distributed databases such as Oracle/MS SQL or Vertica
UNIX/LINUX software development in scripting languages such as Python, Perl and SQL
Experience with version control systems i.e. Git/SVN etc.