Treasury ALM Analyst - Emerging Lead

Overview

Support State Street's Asset Liability Management (ALM) team within Global Treasury in managing the balance sheet, net interest revenue and interest rate risk, with a focus on stress testing, balance sheet modeling and ALM reporting.

What you'll do

• Support the new quarterly stress testing initiative and firm-wide scenario execution.
• Work closely with model developers and oversight partners on balance sheet model enhancements and redevelopment.
• Analyze output and ensure the reasonability of results.
• Ensure timely preparation and delivery of ALM reporting, including NII and EVE sensitivities.
• Provide value-added analytics and strategic input into time-critical initiatives.
• Follow procedures and maintain existing processes while thinking critically about forecast and IRR topics to build subject matter expertise.
• Provide analytical support to drive key balance sheet initiatives.
• Report and analyze actual balance sheet, NII and IRR trends to support month-end and quarter-end processes.
• Respond in a timely and accurate manner to ad-hoc requests.
• Work with team members across ALM, Treasury and Finance to ensure timely, accurate reporting for routine committee presentations.
• Learn new concepts and become a subject matter expert on balance sheet and ALM processes.
• Apply knowledge and skills to complex problems and/or coordinate work beyond your own area of expertise; share expertise with colleagues and other departments.

What you'll need

• Minimum of a postgraduate degree, preferably in Finance or a related field.
• 3-5 years of experience in banking or financial services.
• Quantitative Risk Management (QRM) software experience.
• Strong quantitative aptitude and skills, and experience modeling complex financial concepts.
• Detail-oriented, with effective written and verbal communication skills.
• Experience using software applications to define and solve complex business problems.
• Knowledge of financial markets.
• Solid business knowledge of the financial services industry.
• Financial product and institution knowledge.
• Ability to work independently and in a team environment.
• Ability to communicate complex concepts to broad audiences.
• Ability to multi-task, manage priorities, maintain attention to detail and meet deadlines in a demanding, deadline-oriented environment.
• Strong communication skills, with ability to participate in conference calls and contribute to presentations of financial results to financial and non-financial audiences at various levels of seniority.
• Self-motivated, self-assured and self-managed, with a results-oriented ownership mindset.

Nice to have

• MBA.
• Treasury ALM related experience.
• Strong background in data management, programming or SQL.