ALM IRR Strategist

BNP Paribas San Ramon , CA 94582

Posted 8 months ago

What sets Bank of the West apart from other banks is our team membersthey embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western valuesstraightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines Retail Banking, Commercial Banking, National Finance, and Wealth Management.

We are currently seeking motivated and passionate talent responsible for identifying and managing Treasury ALM interest rate risk exposure at the balance sheet level. Designing and implementing IRR strategy as well as ad hoc analysis for ALCO.

Essential Job Functions

  • Develop and implement strategies designed to improve BoW's Interest Rate Risk position and balance sheet risk/return profile.

  • Support specific strategic initiatives and projects that promote the implementation of Bow's long-term strategy.

  • Manage standard and complex modeling projects to research ALM related risk.

  • Providing quantitative support to other Treasury ALM teams

  • Develop and improve risk metrics at both IRRBB level and total bank level.

  • Implement process improvements, consistency, governance, controls and oversight.

  • Provide IRR risk topics to ALM IRR Committee.

~What sets Bank of the West apart from other banks is our team membersthey embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western valuesstraightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines Retail Banking, Commercial Banking, National Finance, and Wealth Management.

We are currently seeking motivated and passionate talent responsible for identifying and managing Treasury ALM interest rate risk exposure at the balance sheet level. Designing and implementing IRR strategy as well as ad hoc analysis for ALCO.

Essential Job Functions

  • Develop and implement strategies designed to improve BoW's Interest Rate Risk position and balance sheet risk/return profile.

  • Support specific strategic initiatives and projects that promote the implementation of Bow's long-term strategy.

  • Manage standard and complex modeling projects to research ALM related risk.

  • Providing quantitative support to other Treasury ALM teams

  • Develop and improve risk metrics at both IRRBB level and total bank level.

  • Implement process improvements, consistency, governance, controls and oversight.

  • Provide IRR risk topics to ALM IRR Committee.

Required Experience

  • A desire to work in a fast pace environment with a dedicated commitment to excellence.

  • A minimum of 3 years working experience related to risk management, Treasury activities with Interest Rate Risk metrics such as NII, EVE, and Interest Rate Gap.

  • A minimum of 1 year experience of QRM;

  • Working knowledge of quantitative investment/derivative strategies and risk management.

  • Strong data compilation, programming skills and qualitative analysis skills.

  • An ability to work as a team player, accept substantial individual responsibility and proactively create value for the team.

Education

  • Master's Degree in Business Administration, Finance or Financial Engineering (or other quantitative discipline combined with commensurate experience.)

Skills

  • Able to meet deadlines.

  • At least 3 years of experience with fixed income analytics, capital markets, engineering, modeling, planning and forecasting.

  • Experience with QRM and other ALM Analytics system a strong plus.

  • Excellent communication and presentation skills.

  • Knowledge of Bank of the West balance sheet dynamics is desirable.

  • Experience modeling fixed income products is desirable.

  • Ability to analyze large datasets with SAS or SQL.

Equal Employment Opportunity Policy

Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer

  • Minority / Female / Disabled / Veteran.

Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.

Primary Location: United States-California-San RamonJob Type: Full-timeJob: Accounting Finance

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ALM IRR Strategist

Bank Of The West

Posted 8 months ago

VIEW JOBS 3/7/2019 12:00:00 AM 2019-06-05T00:00 What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management. We are currently seeking motivated and passionate talent responsible for identifying and managing Treasury ALM interest rate risk exposure at the balance sheet level. Designing and implementing IRR strategy as well as ad hoc analysis for ALCO. Essential Job Functions * Develop and implement strategies designed to improve BoW's Interest Rate Risk position and balance sheet risk/return profile. * Support specific strategic initiatives and projects that promote the implementation of Bow's long-term strategy. * Manage standard and complex modeling projects to research ALM related risk. * Providing quantitative support to other Treasury ALM teams * Develop and improve risk metrics at both IRRBB level and total bank level. * Implement process improvements, consistency, governance, controls and oversight. * Provide IRR risk topics to ALM IRR Committee. ~What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers. Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management. We are currently seeking motivated and passionate talent responsible for identifying and managing Treasury ALM interest rate risk exposure at the balance sheet level. Designing and implementing IRR strategy as well as ad hoc analysis for ALCO. Essential Job Functions * Develop and implement strategies designed to improve BoW's Interest Rate Risk position and balance sheet risk/return profile. * Support specific strategic initiatives and projects that promote the implementation of Bow's long-term strategy. * Manage standard and complex modeling projects to research ALM related risk. * Providing quantitative support to other Treasury ALM teams * Develop and improve risk metrics at both IRRBB level and total bank level. * Implement process improvements, consistency, governance, controls and oversight. * Provide IRR risk topics to ALM IRR Committee. Required Experience * A desire to work in a fast pace environment with a dedicated commitment to excellence. * A minimum of 3 years working experience related to risk management, Treasury activities with Interest Rate Risk metrics such as NII, EVE, and Interest Rate Gap. * A minimum of 1 year experience of QRM; * Working knowledge of quantitative investment/derivative strategies and risk management. * Strong data compilation, programming skills and qualitative analysis skills. * An ability to work as a team player, accept substantial individual responsibility and proactively create value for the team. Education * Master's Degree in Business Administration, Finance or Financial Engineering (or other quantitative discipline combined with commensurate experience.) Skills * Able to meet deadlines. * At least 3 years of experience with fixed income analytics, capital markets, engineering, modeling, planning and forecasting. * Experience with QRM and other ALM Analytics system a strong plus. * Excellent communication and presentation skills. * Knowledge of Bank of the West balance sheet dynamics is desirable. * Experience modeling fixed income products is desirable. * Ability to analyze large datasets with SAS or SQL. Equal Employment Opportunity Policy Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran. Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations. Bank Of The West San Ramon CA

ALM IRR Strategist

BNP Paribas