Manager, Treasury ALM Strategy

    • San Francisco, CA

Your Opportunity The Treasury Asset Liability Management (ALM) Strategy team is responsible for overall balance sheet management, Net Interest Revenue (NIR) forecasting, client sweep deposit modeling, investment portfolio analytics, and investment portfolio strategy (over $300 billion in portfolio assets).

What you are good at
The Manager is an individual contributor within the Treasury ALM Strategy team. The individual will be responsible for automation and streamlining of the current NIR forecasting process, including the deployment of associated sweep deposit models needed to forecast revenue.

Develop the connections between various models, databases, and systems associated with the PolyPaths application to automate the NIR forecasting process.

Deploy sweep deposit and client cash models to a Linux server environment so that models can be invoked via a REST API and integrated with existing balance sheet analytics.

Individual will be a creative problem-solver with the ability to decompose a complex process with many moving parts into simpler sub-components that can be easily automated.

Manager must be able to prioritize, communicate, and collaborate to form relationships across the company, driving the ALM model development and automation tasks to successful completion.

What you have

  • A Master's degree in computer science, engineering, mathematics or a related field followed by 5 years of dynamic, post-baccalaureate experience in the job offered or a related occupation (advanced degree preferred);
  • Advanced programming skills (experience with Python and REST APIs preferred);
  • Ability to create, maintain, and query complex data structures using database platforms, for example SQL;
  • Familiarity with the Linux operating system;
  • Experience with fixed income valuation, modeling software, or ALM forecasting applications a plus (PolyPaths, QRM, etc.);
  • Curious and self-motivated;
  • Excellent oral and written communication skills.
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