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Strong employer brand, metro location, and mid-level experience increase competition despite ALM niche.
Role requires specialized ALM/treasury expertise, making background transferability across industries low.
Explicit 3-5 years plus mandatory QRM/ALM and quantitative skills make shortlisting highly strict.
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Support new quarterly stress testing initiatives and firm-wide scenario execution within Interest Rate Risk team.
Collaborate with model developers and oversight partners on balance sheet model enhancements and redevelopment.
Prepare and deliver ALM reporting (NII and EVE sensitivities), analyze outputs for reasonability, and provide strategic input for balance sheet initiatives.
Postgraduate degree required; MBA preferred, ideally in Finance or related field.
3-5 years of experience in banking or financial services; Treasury ALM experience preferred.
Experience with Quantitative Risk Management (QRM) software mandatory.
Strong data management skills; programming/SQL background is a plus.
Experienced in managing complex financial modeling and balance sheet strategies under regulatory constraints.
Skilled in communicating complex financial concepts to diverse audiences including senior management.
Capable of working independently with strong attention to detail in deadline-driven environments.