State Street
Bengaluru, Karnataka, India Posted 5d ago
The Asset Liability Management (ALM) team within Global Treasury is responsible for optimizing the company’s balance sheet while maximizing net interest revenue (NIR) within our risk appetite and regulatory constraints. State Street is seeking an analyst to support balance sheet and NIR forecasting and interest rate risk management.
Key Responsibilities
Support new quarterly stress testing initiative and firm-wide scenario execution
Work closely with model developers and oversight partners on balance sheet model enhancements and redevelopment
Analyzing output and ensuring reasonability of results
Ensuring timely preparation and delivery of ALM reporting including NII and EVE sensitivities
Providing value added analytics and strategic input into time critical initiatives
Following procedures and maintaining existing processes, while building subject matter expertise in forecast and IRR topics
Reporting and analyzing actual balance sheet, NII and IRR trends to support month-end and quarter-end processes
Requirements
Minimum of postgraduate degree, preferably in Finance or related field, MBA preferred
3-5 Years of experience in banking, financial services, with Treasury ALM related experience preferred
Quantitative Risk Management software experience required
Strong background in data management, programming/SQL background a plus
Strong quantitative aptitude/skills and experience modeling complex financial concepts
Preferred Qualifications
MBA preferred
Programming/SQL background
