Senior Vice President, Treasury and ALM

Role overview

Senior Vice President, Treasury and ALM at BNY Mellon

We’re seeking a future team member for the role of Senior Vice President, Treasury and ALM to join our Corporate Treasury team.

In this role, you’ll make an impact in the following ways: Independently provides expertise to the modeling and forecasting related to controlling the risks associated with assets, liabilities, and Interest Rate Risk (IRR) management.

Responsibilities

• Ensure that data within the IRR process is suitable for its intended purpose.

Preferred qualifications and skills

• To be successful in this role, we’re seeking the following: Degree in math, engineering, statistics, computational finance or economics preferred.
• MBA, CFA, FRM, CA preferred 10-15 years of total work experience preferred.
• Experience with Quantitative Risk Management (QRM) or similar IRR platform Experience with interest rate risk management and/or asset-liability management within large complex financial organizations preferred.

Employment details

• Location: Pune [Mh] [India]

Additional role details

• This role is located in Pune.
• Identifies opportunities to enhance Interest Rate Risk analytics.
• Develops policies and procedures in line with regulatory requirements and Corporate guidance related to IRR including underlying assumptions and limitations to risk management framework.
• Monitors compliance to internal and regulatory balance sheet metrics for assigned legal entities/ region and escalates any issues to senior management.
• Collects financial data, validates, and runs IRR models/analyses.
• Ensures models are functioning as expected, troubleshoots and reports on unexpected/undesired results.
• Assess and monitors risks inherent in new or changing Bank products and implements adjustments to technical processes as needed.
• Provides technical guidance to less experienced team members on complex issues.
• Identifies opportunities to enhance Interest Rate Risk measurement and reporting.
• Monitors industry developments and applies best practices to establish policies and procedures that support the interest rate risk strategies for the assigned entity(ies) and balance regulatory requirements.
• Establishes team policies and procedures related to all technical activities such as documentation requirements, underlying assumptions, data limitations, etc.
• Develops reports and briefings for senior management, identifying risks and recommending proposed solutions.
• Ensures recommendations align to the corporate Treasury strategies and the strategies of the assigned entity(ies).
• Monitors the regulatory environment, conducts applicable research and makes recommendations for responding to emerging/changing regulatory requirements affecting Interest Rate Risk.
• 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.
• Builds and cultivates relationships with internal peers in Treasury, Finance and Risk organization.
• Work collaboratively with Enterprise Teams to maintain data quality rules and support the integration of new data attributes.