Asset Liability Management Director

3 weeks ago


New York, New York, United States Natixis Corporate & Investment Banking Full time
Job Description

Natixis Corporate & Investment Banking is seeking a highly skilled Asset Liability Management Director to join its CIB Americas Asset Liability Management (ALM) team. The ALM team is part of the 1st line of defense on Liquidity Management and works in coordination with CIB Americas Treasury in this capacity. Additionally, ALM produces analyses on Balance Sheet & Capital and IRRBB and for the Americas Asset Liability Committee (Americas ALCO) of Natixis CIB Americas. The team reports to the CIB Americas CFO.

Key Responsibilities
  • Collaborate with Business Lines, Treasury, and Finance teams to assess the bank's financial risks, including liquidity risk, interest rate risk, and FX risk, and propose management strategies.
  • Contribute to the design, calibration, and maintenance of internal liquidity management metrics, including Early Warning Indicators, in coordination with Treasury and the 2nd line of defense.
  • Contribute to the design, calibration, and maintenance of the Americas Internal Liquidity Stress Testing (ILST) model and Cash-flow Forecasting (CFF) framework.
  • Contribute to the design and maintenance of the Contingency Funding Plan (CFP) for the Americas, in coordination with Treasury.
  • Conduct regular stress testing and scenario analysis to identify potential vulnerabilities and participate in the Liquidity Buffer requirements calibration and the IRRBB analyses for CIB Americas.
  • Contribute to Americas ALCO reporting on Liquidity, Interest Rates & FX risks, and Capital for CIB Americas in coordination with Treasury and the 2nd line of defense on Liquidity Risk Management.
  • Respond to requests from regulators (FRB, FINRA, DFS, and OSFI) on Funding/Liquidity and Structural Interest Rates and FX risk topics, including Cash-flow Forecasting, Liquidity Stress Testing, and Buffer Requirements, LCR/NSFR, Funding Diversification, IRRBB.
  • Stay up-to-date with regulatory changes and financial markets trends and developments potentially affecting banks' liquidity, funding, and structural risks, and make recommendations for enhancements to the liquidity management framework.
Requirements

The successful candidate will have a strong background in financial risk management, liquidity management, and asset liability management. They will also have excellent communication and collaboration skills, as well as the ability to work in a fast-paced environment.

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 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.



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