Treasury - ALM Balance Sheet Management

Asset Liability Management

Position Category: Finance/Accounting

Position Title: Treasury - ALM Balance Sheet Management

Job Level: Manager

Location: USA - NY - New York

Education Required: Bachelors Degree

Position Description:
Morgan Stanley's Corporate Treasury Department is seeking a Manager/Sr. Manager to work as part of a team to implement and maintain a state of the art balance sheet management software.

The successful candidate should have related experience and exposure to Asset Liability Management. The candidate will be part of the Bank Treasury team which is responsible for liquidity, capital planning, deposit management and net interest income modeling.

Responsibilities:

• Prioritization and interfacing with project management team to implement QRM ALM software
• Work with the team members to develop analytics/reporting around capturing the projected accrual risk in Morgan Stanley's domestic banks.
• Work with the trading desk/CIO in contributing to the development of optimal hedging strategies from an ALM perspective
• Present on topical issues to regulators and internal senior management on a regular basis


Skills Required:
• Minimum 3 years of experience in the ALM or balance sheet management discipline in a banking environment.
• Proven track record of great teamwork and ability to work across organizational boundaries
• Strong analytic and quantitative capabilities
• Adept at working in a fast-paced, high-energy level environment
• Required: BA/BS - MBA a plus