Manager - Treasury

American Express • New York, NY

5d

About The Position

The Treasury Asset-Liability Management (ALM) team is part of the American Express Global Treasury organization and is responsible for identifying, quantifying, and managing market risk exposures at a balance sheet level for the bank holding company and its subsidiary banks. The team’s main responsibilities include end-to-end execution and reporting of periodic ALM and Interest Rate Risk (IRR) analysis, as well as maintenance, testing, and documentation of the Corporate Asset-Liability Management (CALM) system. The team also participates in various regulatory stress testing exercises, including Comprehensive Capital Analysis and Review (CCAR) and Internal Capital Adequacy Process (ICAAP). This team collaborates with various business partners within the American Express Finance organization, as well as oversight groups such as model validation, market and liquidity risk management, and internal audit.

Requirements

• Bachelor's degree required (Economics, Finance, Statistics, Operation Research, Engineering)
• 2+ years of relevant work experience preferred
• Knowledge and experience with cash flow analysis and valuation of financial instruments
• Knowledge and experience in asset-liability management systems and interest rate risk are a plus
• Experience in process documentation
• Strong attention to details and specifics of each analysis
• Experience in database queries (SQL) and data handling
• Proficiency in Microsoft Excel and PowerPoint
• Knowledge in a programming language such as Python is a plus

Nice To Haves

• MBA degree with analytical concentration, or Master’s degree in an analytical discipline (Economics, Finance, Statistics, Operation Research, Engineering)

Responsibilities

• Participate in execution of a well-controlled monthly ALM process, including data preparation, process execution, preparation of reports, etc.
• Maintain and test Corporate Asset-Liability Management system
• Develop standard operating procedure for various processes
• Participate in firm-wide stress testing (CCAR, ICAAP)
• Collaborate with various teams within Treasury, including Funding, Modeling and Capital teams
• Interact with oversight groups and address their inquiries

What This Job Offers

• Job Type: Full-time
• Career Level: Manager