ALM Senior Specialist
Core
Strategically planning and managing long-term liquidity, funding structure, interest rate risk of the banking book (IRRBB), and the funds transfer pricing (FTP) framework.
Role type
Senior Asset and Liability Management (ALM) Specialist
Builds
Global financial view and liquidity/funding management for national and international operations
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Balance sheet management, Risk management, Asset and liability management (ALM), Statistical forecasting, Data manipulation (DataBricks, SQL, Python, SAS)
Preferred skills
ALM Treasury, Market and Liquidity Risk, Financial Planning
Technologies
DataBricks, SQL, Python, SAS
Responsibilities
Strategically plan and manage long-term liquidity and funding structure; Solve advanced analytical problems using data and tools; Develop a global financial view of the business; Support liquidity and funding management for national and international operations
Seniority
Senior, hands-on IC
