Basic Purpose of Job:
The Asset Liability Management (ALM) team within Global Treasury is responsible for optimizing the company’s balance sheet while maximizing net interest revenue (NIR) within our risk appetite and regulatory constraints. Key functions within ALM include balance sheet and NIR forecasting and interest rate risk (IRR) management which are supported by groups focused on data analytics, balance sheet modeling and senior management and Board reporting. ALM is also responsible for coordinating the company’s deposit pricing strategy, return on capital and funds transfer pricing methodologies and balance sheet strategy. ALM works closely with other functions across Global Treasury, Finance, Risk Management and Business Units.
Responsibilities & Tasks Include:
The Interest Rate Risk team is responsible for:
Support recent quarterly stress testing initiative and firm-wide scenario execution
Work closely with model developers and oversight partners on balance sheet model enhancements and redevelopment
Analyzing output and ensuring reasonability of results




Ensuring timely preparation and delivery of ALM reporting including NII and EVE sensitivities
Providing value added analytics is a fundamental expectation of the role as is ability to provide strategic input into time critical initiatives
General:
Following procedures and maintaining existing processes, but also thinking critically about forecast and IRR topics to build subject matter expertise
Providing analytical support to drive key balance sheet initiatives
Reporting and analyzing actual balance sheet, NII and IRR trends to support month-end and quarter-end processes
Responding in a timely and accurate manner to ad-hoc requests
Working with other team members across ALM, Treasury, and Finance to ensure timely, accurate reporting for routine committee presentations
Learn new concepts and become a subject matter expert on various balance sheet and ALM processes
Apply knowledge/skills handling complex proble

📌 Treasury ALM Analyst (Bengaluru)
🏢 State Street
📍 Bengaluru