Head of Asset Liability Management (ALM), SVP

Job description

Who we are looking for The Head of Asset Liability Management (ALM) is accountable for the enterprise‑wide management of asset liability management and risk across a globally systemically important financial institution (GSIFI). The role leads the design and execution of ALM strategy to optimize the balance sheet position, including interest rate risk management, asset allocation, cost of funds, net interest margin, and structural balance sheet resilience, while ensuring compliance with evolving global regulatory standards and internal risk appetite. This executive serves as a key advisor to senior management and ALCO (Asset Liability Committee), providing rigorous analytics, forward‑looking insights, and disciplined governance over balance sheet risks under normal and stressed conditions. What you will be responsible for Balance Sheet Strategy & Risk Management - Own and execute the firm‑wide ALM framework to support sustainable and stable returns along with franchise growth within approved risk appetite. - Oversee behavioral modeling of assets and liabilities, including deposits, loans, and non‑maturity products for baseline and stress scenarios. - Develop and govern house macroe...