Natixis is looking for an Asset Liability Management (Director-level) to join the CIB Americas Asset Liability Management (“ALM”) team. ALM produces analyses on Liquidity, Balance Sheet & Capital and IRRBB and for the Americas Asset Liability Committee (“Americas ALCO”) of Natixis CIB Americas, which includes NY Branch (“NYB”), Natixis North America (“NNA”) and their respective subsidiaries, as mandated by the Head Office. Additionally, ALM acts as a local agent reporting to the CIB Americas CFO and works in coordination with the Paris ALM team (Head-Office) as well as with CIB Americas Treasury, in this capacity.

He/she/they will assist the Head of Asset Liability Management (ALM) for Natixis CIB Americas in following duties:

• Perform an ongoing assessment of asset liability mismatches and the identification and management of structural financial risks in the balance sheets of the Americas entities (including the branches and the broker-dealer) in line with the Head Office ALCO delegated mandate
• Contribute to the Global ALM effort to develop asset liability strategies and policies on Liquidity, Interest Rates & FX risks, and Capital, and for implementing them in accordance with Head Office ALCO guidelines and recommendations
• Contribute to the Head office ALM effort on the design and maintenance of the global Funds Transfer Pricing (FTP) and Financial Transformation frameworks for the bank as well as the Interest Rate Gap modeling and management
• Responsible for the design and calibration of the local liquidity management metrics including Early Warning Indicators, in coordination with the Treasury and 2nd line of defense
• Responsible for the design, calibration and maintenance of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) framework
• Responsible, for the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, in coordination with the Treasury
• Supervise the ILST production, the Liquidity Buffer requirements calibration and the IRRBB analyses for CIB Americas
• Report to the Americas ALCO on Liquidity, Interest Rates & FX risks, and Capital for CIB Americas in coordination with the Treasury and 2nd line of defense
• Interact with regulators (FRB, FINRA, DFS and OSFI) and represent the bank on Funding/Liquidity and Structural Interest Rates and FX risk topics, including Cash-flow Forecasting, Liquidity Stress Testing and Buffer Requirements, LCR/NSFR, Funding Diversification, IRRBB... and related regulations (Dodd-Frank - EPS, BCBS 238, 368, etc.)
• Write and maintain ALM policies in accordance with the regulation and the industry’s best practices
• Keeping abreast of regulatory changes and financial markets events potentially affecting banks liquidity, funding and structural risks.

Qualifications:

• BA/BS level – concentration in Economics, Finance or Statistics preferred, from an accredited university/college
• 10 years of experience in ALM, Treasury, Liquidity Risk Management or Market Risk Management
• Knowledge of bank and broker dealer activities and products (funding and treasury, securities financing transactions, loans and financial commitments, derivatives…) as well as financial markets
• Proficient with standard analytical methods and software (Excel, Power BI, SQL, …)

Natixis is an equal opportunity employer, committed to a workplace free of discrimination. Natixis will not tolerate any form of discrimination based on age, color, mental or physical handicap or disability, pregnancy, marital status, sexual orientation, national origin, alienage, ancestry or citizenship status, race, religion, sex (including sex stereotyping, gender identity, gender expression or transgender status), veteran status, creed, genetic information or carrier status, or any other protected characteristic as established by law.

Respect for all means that we deal with each person as an individual and not as a member of any group. All qualified applicants will receive consideration for employment. Management is expected to provide leadership in supporting the firms EEO program by taking steps to promote EEO in all facets of employment including recruitment, hiring, retention, promotion, performance assessment, and career-development opportunities.

The salary range for this position will be between $175,000 - $200,000. Natixis is required by law to include a reasonable estimate of the compensation range for this role. Actual base salary will vary and will be based on several factors including, but not limited to, relevant experience, education, skills set, applicable licensure and certifications, and other business and organizational needs. Base salary is only one component of our total rewards package. Natixis also offers a generous benefits package, and you may be eligible for a discretionary incentive award depending on company and individual performance.