Asset Liability Management Director

2 hours 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 team. The successful candidate will work closely with Global Markets, Investment Banking, Coverage, Portfolio Management, and Treasury teams to identify, measure, and manage financial risks across the Bank.

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 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 take part 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 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 on enhancements to the liquidity management framework.


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