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Job Title: Regulatory/Asset Liability
Job Location: NY: New York
Pay Rate: Open
Job Length: full time
Start Date: 2008-09-19
Company Name: Drum Associates
Contact: Recruiter
Phone: email only please
Fax: email only please
Description: Regulatory/Asset Liability Management (ALM) VP To $125k+ bonus
Location
* New York, NY Responsibilities Our client, a major international bank in New York City, is seeking a Regulatory/Asset Liability Management (ALM) VP to join their team. The ideal candidate will have 5+ years of ALM experience as well as knowledge of regulatory requirements and standard ALM software packages.
* Develop and implement ALM processes including enhanced NII (Net Interest Income) calculation, framework for balance sheet and funding and liquidity measures. * Establish and develop ALM policies and procedures. * Assist with the establishment of banking book interest rate risk, risk appetite, return objectives and interest rate risk management approach. * Conduct stress testing and report findings to senior management. * Define and implement banking book FX risk measurement, reporting and management. Qualifications