Asset and Liability Management (ALM) Associate Director (IC) - Portfolio Management
Core
Support the Chief Investment Office in managing over $200 billion in fixed income assets and derivative products, focusing on interest rate risk, capital, and liquidity regulatory frameworks.
Role type
Associate Director (IC) Asset and Liability Management
Builds
Investment securities and derivatives portfolio
Domain
Banking / Fixed Income / Derivatives
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Fixed income markets, Derivatives, Portfolio management, Regulatory frameworks, Financial analysis, Macroeconomics, Banking balance sheets, Project management
Preferred skills
Structured product markets, CFTC swap dealer regulations, Regulatory examinations
Technologies
Pricing models and analytics, Data visualization, Management reports
Responsibilities
Support senior staff in regulatory and governance initiatives; Coordinate with portfolio managers and modelers; Oversee new projects and analytics including management reports; Make recommendations based on market and macroeconomic knowledge.
Seniority
Senior, hands-on IC