A leading American financial institution is further building out it's Interest Rate Risk function, and looking to add an experienced Asset Liability Management professional to the team! This person will be a key member of the team, contributing to the design, implementation and management of the firm's Interest Rate Risk program, developing the their ALM and interest rate risk strategy for the whole enterprise! In this role, this person will dive deep into interest rate risk metrics, acting as a subject matter expert, and independently assessing and communicating changes in regulatory proposals and rules. This is a high exposure role to be a part of, in a fast growing and well-known leading organization, located in San Antonio, TX that you do not want to miss out on!
What You Will Be Doing:
- Measuring, monitoring and controlling interest rate exposures for the bank and enterprise
- Providing analytical support for interest rate risk and product profitability models
- Developing and managing analytical models and explaining the changes in values of assets and liabilities
- Developing recommendations for hedging strategies
- Ensuring that all assumptions and inputs for interest rate risk modeling are consistent across the bank
- Researching and communicating requirements and impacts of regulations affecting interest rate risk
- Representing Treasury/Bank in collaboration with other Line of Business Interest Rate Risk Managers, Senior Financial Officers, and other senior level stakeholders
What We Need from You:
- At least a Bachelor's degree in Finance, Mathematics, Actuarial Science, Economics or a related field (a Master's Degree is preferred)
- At least six years of experience working in a corporate treasury finance position in banking
- At least three years working in a relevant asset liability management or interest rate risk management function
- Experience working with Bancware (preferred) or QRM
- Familiarity with the interest rate risk management requirements of a Bank Holding Company
- Mathematical Knowledge and a strong understanding of Asset Liability Management
- Strong time management, communication and presentation skills
