ALM Transformation Lead - Assistant Vice President
BengaluruFull-time8–10 yrsPosted 4 days ago
Senior consulting role at State Street in Bengaluru. Needs 8–10 years and a B.Tech, B.E. or B.Com.
About the role
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. Key functions within ALM include balance sheet and NIR forecasting and interest rate risk (IRR) management which are supported by groups focused on data analytics, balance sheet modeling and senior management and Board reporting.
What you'll do
- Responsible for optimizing the company’s balance sheet while maximizing net interest revenue (NIR) within our risk appetite and regulatory constraints
- Responsible for coordinating the company’s deposit pricing strategy, return on capital and funds transfer pricing methodologies and balance sheet strategy
- Responsible for driving the end-to-end modernization of the ALM operating model — migrating manual, spreadsheet-intensive processes onto a cloud-powered
- Lead the migration of complex Excel-based ALM calculations into QRM, including NII simulation, EVE sensitivity, gap analysis, and liquidity stress testing
- Own the implementation of the QRM Publish to MR functionality — designing the data flow from QRM outputs back to input transactional data to create a structured
What you need
- Excel
- Power BI
- Treasury
- Performance testing
- Tableau
- AWS
Good to have
- CFA
- GCP
- Data modelling
- Azure
- Financial statements
- Transfer pricing