NII & Balance Sheet Stress Testing a/k/a Treasury

NII & Balance Sheet Stress Testing a/k/a Treasury (State Street Bank and Trust Company; Boston, MA): The position is on the Asset Liability Management (ALM) team, a division of Global Treasury, which is responsible for managing the corporate balance sheet, net interest income (NII) forecast and interest rate risk positioning. ALM routinely collaborates with other areas across Global Treasury, Finance, Risk and business units to operate within the risk appetite outlined by the Board of Directors. The Treasury position within the Stress Testing and Global Treasury Reporting team is responsible for all aspects of the firm’s stress testing exercises impacting the balance sheet and NII. The candidate will work closely with business units and oversight partners across the organization to analyze key findings, communicate impacts, and enhance our scenario analysis process. Specific duties include: Responsible for all CCAR and internal stress testing execution using the Quantitative Risk Ma...