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Manager ALM & Treasury @ Northern Trust Corp

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 Manager ALM & Treasury

Job Description

With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the worlds biggest brandsand we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. Were harnessing the power of technology and humanity to create meaningful transformation that moves us forward in our pursuit of a world that works better for people. Now, were calling upon the thinkers and doers, those with a natural curiosity and a hunger to keep learning, keep growing., People who thrive on fearlessly experimenting, seizing opportunities, and pushing boundaries to turn our vision into reality. And as you help us create a better world, we will help you build your own intellectual firepower. Welcome to the relentless pursuit of better. Inviting applications for the role of Manager, Asset & Liability Models (ALM) and Treasury Modeling (Development/Validation) & Researcher. Specialist This position requires in-depth knowledge of financial markets, derivatives, risk management, and a proven track record in both model development and validation of ALM and Treasury models within a financial institution. Responsibilities You will be primarily working as a consultant for the centralized advanced analytics team of a banking or financial firm as Market Risk Model Development/Validation and Researcher Specialist. The role will require interacting with various business units including their risk, finance, controllership stakeholders etc. You will also be responsible for coordinating with auditors and model development or validation teams to ensure the Enterprise Modeling Governance standards are followed; Your activities will include, but will not be limited to the following: Provide analytical support for recommending actions to mitigate risk and use judgment-based decision-making regarding policies and procedures. Assess the quality of the data for model development as well as inputs to the model, providing recommendations to improve the data quality at the source. End-to-end development or independent validation of Asset & Liability models or Treasury models Develop mathematical/statistical/financial models, rule fine tuning/optimization, testing, reviewing, and performing validation activities and prepare end to end model documentation. Propose recommendations to improve monitoring systems and capabilities based on identified risk and control gaps. Conducting in-depth research on existing and emerging policies and contributing to the creation of whitepapers. Researching and contributing to artifacts creation as required in a consulting role. Qualifications we seek in you! Minimum qualifications Experience in CCAR / PPNR models will be preferred. Term structure / Cashflow projection modelling exposure Knowledge of various statistical techniques and proven skill in mathematical modelling (Black Scholes, Hull & White, Vasicek, SABR Etc.) Good understanding and experience in regulatory risk modeling/validation SR 11-7, liquidity guidelines, IRRBB guidelines, CCAR guidelines, etc. Working knowledge of Excel, Python, R, SAS, or MATLAB. Post-graduate degree in a quantitative discipline degree / diploma in any of Finance, Financial Engineering, Quantitative Finance from reputed institutes. Post-graduate degree / diploma in any of Statistics, Mathematics, Economics / Econometrics, Physics from reputed institutes with courses in Financial Engineering. Undergraduate degree in Engineering from reputed institutes with courses in Financial Engineering and FRM / CQF certified. Strong client management and communication/presentation skills written & verbal. Self-driven, proactive, can-do attitude. Ability to work under ambiguity and with minimal supervision. Strong project management experience and demonstrated expertise of communicating and coordinating across multiple business units. Strong project management orientation with ability to work under time-sensitive commitments. Lead projects and teams - provide thought leadership, technical guidance, training, and oversight. Preferred Qualifications/ Skills Strong networking, negotiation and influencing skills. Exposure to any treasury system such as Murex, Calypso, FIS Adaptiv, etc. or market data providers such as Bloomberg and Reuters. Exposure to vendor-based tools like, ADCO models, would be a plus Working knowledge and report building skills in any of Tableau, PowerBI,other visualization tools is a plus FRM or CQF certification is a plus JobManager Primary LocationIndia-Gurugram ScheduleFull-time Education LevelMaster's / Equivalent Job PostingJan 24, 2024, 1:10:07 PM Unposting DateOngoing Master Skills ListOperations Job CategoryFull Time

Employement Category:

Employement Type: Full time
Industry: BFSI
Role Category: BFSI
Functional Area: Not Applicable
Role/Responsibilies: Manager ALM & Treasury

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Keyskills:   Financial Markets Derivatives Risk Management Model Development Model Validation ALM Market Risk Excel Python R SAS MATLAB FRM Tableau Treasury Modeling Regulatory Risk Modeling Statistical Techniques Mathematical Modelling CQF PowerBI

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Northern Trust Corp

For more than a century, Northern Trust has worked hard building our legacy of outstanding service, expertise and integrity. From a Chicago-based bank founded in 1889, we now have more than 20 international locations and 16,500 employees globally. We serve the worlds most-sophisticated clients from...