Director, ALM

Ameriprise Financial

Jobbeschreibung
Job Description Primary responsibility for modeling Balance Sheet & Income Statement risks; liquidity risk assessment, IRR/NII/EAR/EVE calculations, portfolio reporting, new product assessments, policy & procedure development and maintenance, and related reporting. Net interest income (NII) generated by the assets and liabilities on the balance sheet, as well as capital and funding actions under specified economic scenarios including Capital Stress Test scenarios for regulatory compliance. Additionally, support Ameriprise wide risk management programs to appropriately incorporate projections. Responsibilities: Manage and enhance ALM models related to interest rate risk (IR ...View More