What are the responsibilities and job description for the Asset Liability Management Specialist position at Groupe BPCE?
Poste et missions
Natixis is seeking an experienced and dynamic Asset Liability Management (ALM) Director to join our CIB Americas ALM team. This critical role is part of the first line of defense in Liquidity Management and works closely with the CIB Americas Treasury to ensure robust financial health. The ALM team is responsible for analyzing Balance Sheet & Capital, Interest Rate Risk in the Banking Book (IRRBB), and providing insights for the Americas Asset Liability Committee (Americas ALCO) at Natixis CIB Americas. This position reports directly to the Head of ALM CIB Americas.
Location :
Join us in a vibrant and central location near Rockefeller Center, where you will be part of an innovative and collaborative team environment.
Position Overview :
As the Asset Liability Management Director, you will play a pivotal role in identifying, measuring, and managing financial risks across the Bank. You will work closely with various teams including Global Markets (Trading and Structuring), Investment Banking, Coverage, Portfolio Management, and Treasury, to ensure effective risk management strategies are in place.
Key Responsibilities :
- Collaborate with Business Lines, Treasury, and Finance teams to evaluate the Bank's financial risks, including liquidity, interest rate, and FX risks, and propose effective management strategies.
- Contribute to the design, calibration, and maintenance of internal liquidity management metrics, including Early Warning Indicators, in partnership with Treasury and the second line of defense.
- Assist in the development and upkeep of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) framework.
- Aid in the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, coordinating with Treasury.
- Conduct regular stress testing and scenario analysis to identify potential vulnerabilities, and participate in calibrating Liquidity Buffer requirements and IRRBB analyses for CIB Americas.
- Contribute to Americas ALCO reporting on Liquidity, Interest Rates, FX risks, and Capital, working in conjunction with Treasury and the second line of defense on Liquidity Risk Management.
- Respond to regulatory inquiries from entities such as FRB, FINRA, DFS, and OSFI regarding Funding / Liquidity and Structural Interest Rates and FX risk topics, including Cash-flow Forecasting, Liquidity Stress Testing, Buffer Requirements, LCR / NSFR, and Funding Diversification.
- Stay updated on regulatory changes and financial market trends that may impact the Bank's liquidity, funding, and structural risks, and recommend enhancements to the liquidity management framework.
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 will be eligible for a discretionary bonus depending on company and individual performance.
Profil et comptences requises
Bachelor's degree (BA / BS) from an accredited university / college; a graduate degree in Economics, Finance, or Statistics is preferred.
A minimum of 10 years of experience in a Corporate and Investment Banking (CIB) environment, with at least 5 years in Asset Liability Management or Treasury.
Strong knowledge of banking and broker-dealer activities and products, including funding and treasury operations, securities financing transactions, loans and financial commitments, and derivatives.
Proficiency in standard analytical methods and software tools, including Excel, Power BI, SQL, and others.
Why Join Natixis?
At Natixis, we value innovation, collaboration, and professional growth. Join us to be part of a team that is dedicated to excellence and plays a crucial role in the financial industry. If you are a strategic thinker with a passion for risk management and a commitment to enhancing financial performance, we want to hear from you!
Salary : $175,000 - $200,000
