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Head of Balance Sheet Modeling

  • Job type: Permanent
  • Location: Chicago
  • Salary: $175000 - $210000 per annum
  • Job reference: aymn
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 11/08/2017

Head of ALM & Balance Sheet Analytics

Position Summary
You will be the leader of the Balance Sheet Modeling & Analytics team and will roll up to the Global Head of Liquidity Risk. You will liaise with multiple departments, including Risk, Finance, and IT as part of the continual development and  ownership of:

  • Asset liability management (ALM)
  • Quantitative analysis for Liquidity/Treasury strategies
  • Interest rate risk management
  • Fund Transfer Pricing
  • Corporate Hedging
Main Responsibilities:
  • Lead a team responsible for all of the quantitative modeling across the firm's Balance Sheet
  • Liaise with C-level executives and face-off against regulators
  • Take ownership of analytics and reporting function in regards to the interest rate and foreign exchange risk programs
  • Develop and recommend ALM/ Balance Sheet strategies
  • Consult and provide deposit modeling analysis and solutions to meet firm wide initiatives
  • Execute hedging initiatives to manage interest rate and fund transfer pricing within risk in line with firm wide policy risk limits
Minimum required skills and experience:
  • An advanced degree in mathematics, finance, statistics, economics, or related field is required.
  • A minimum of ten years of direct work experience in ALM in a banking or related field
  • A minimum of ten years of experience with ALM systems specifically QRM and/or knowledge of advanced programming languages such as C++ or C#
  • Extensive experience managing multiple aspects of Balance Sheet management (ALM, modeling, funds transfer pricing (FTP), interest rates (IR), Liquidity, etc…)
  • Ability to mentor team members and attract, motivate and retain talent
  • Strong communication skills with the ability to clearly articulate complex topics at all levels of the organization
If you are interested in learning more about this position, please apply in with an updated resume (Word format preferred)

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