Senior Specialist, Treasury and Alm

1 month ago


Canary Wharf, United Kingdom BNY Mellon Full time

Job Description:
**Responsibilities**:

- Independently provides expertise to the policy writing, liquidity assessments, analytical research, data gathering, calculations, modeling and forecasting related to controlling the risks associated with assets, liabilities, liquidity funding, capital andIRR management.
- Interfaces with internal and external stakeholders and continues to build a broad range of knowledge spanning the range of treasury, capital and asset and liability categories across the organization and its varied products/services.
- Often specializes in ALM matters such as Intraday Liquidity, Deposit Liabilities, Interest Rate Risk, Currency Risk, Capital Management and Planning, etc. and/or oversees the scope of activities for an assigned entity(ies).
- Provides input into development of the ALM policy and strategy for assigned region or entity(ies) in alignment with Corporate guidance, and regulatory requirements. Manages the local/regional production and submission of Treasury related information tolegal entity governance committees.
- May advise more junior professionals on improving their knowledge and how to address more complex or unusual issues.
- Collects financial data, validates, and populates various capital management, IRR, liquidity and asset/liability models or analyses.
- Runs the model/analyses, conducts liquidity stress testing and reports on results. Ensures models are functioning as expected,, troubleshoots and reports on unexpected/undesired results.
- Assesses risk inherent in any new or changing Bank products and adjusts model inputs. Internationally, reviews, analyzes and executes standard to complex capital and asset liability management activities.
- Monitors compliance to internal and regulatory balance sheet metrics for assigned legal entities/ region and escalates any issues to senior management.
- Provides technical guidance to less experienced team members on complex issues. Identifies opportunities to enhance ALM risk measurement and reporting.
- Develops policies and procedures in line with regulatory requirements and Corporate guidance related to liquidity, capital and IRR aspects including underlying assumptions and limitations to risk management framework.
- Ensures alignment to liquidity risk position and any regulatory requirements. Develops and documents liquidity self-assessments and liquidity funding contingency plans.
- Prepares reports that provide clear and accurate analyses and that identify and track risks.
- Ensures proper controls on the quality and integrity of reports produced for senior management and ALM committee processes.
- Cultivates relationships with peers in the businesses, Risk Management, Finance and Corporate Treasury to ensure efficient collection of data/model inputs.
- May provide advice on specific business decisions that will affect liquidity, capital or interest rate risk.
- May represent the Bank in interactions with applicable regulators.
- Monitors the regulatory environment, conducts applicable research and makes recommendations for responding to emerging/changing regulatory requirements affecting ALM, Capital or Liquidity Funding.
- Conducts special projects and ad-hoc analyses/reporting as requested.
- May serve as a project lead, engaging peers across the Bank and providing task oversight.
- No direct reports.
- Provides leadership to less experienced team members, guiding and coaching them on their work accuracy and quality.
- Provides project leadership, including informal performance management of assigned project teams. Contributes to the achievement of functional objectives. Advice has direct impact on the risk or financial position of the entity(ies) supported.

**Requirements**:

- Bachelor's degree or the equivalent combination of education and experience is required. Degree in math, engineering, statistics, computational finance or economics preferred. MBA, CFA, or CPA/CA preferred.
- Relevant total work experience preferred.
- Experience with liquidity stress testing, liquidity risk management, interest rate risk management, capital management and/or asset-liability management within large complex financial organizations preferred.



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