Senior Vice President, Treasury and ALM
We’re seeking a future team member for the role of Senior Vice President, Treasury and ALM to join our Corporate Treasury team. This role is located in Pittsburgh – Hybrid.
In this role, you’ll make an impact in the following ways:
Provides senior-level expertise and thought leadership in Asset Liability Management (ALM), with a primary focus on Interest Rate Risk in the Banking Book (IRRBB), balance sheet analytics, and Treasury risk management strategy.
Leads the interpretation and evolution of modeling, forecasting, and scenario analysis related to assets, liabilities, earnings sensitivity, and economic value exposure to support balance sheet decisions and risk management.
Identifies opportunities to enhance ALM and IRRBB analytics, including methodologies, assumptions, governance, and management reporting, in line with regulatory expectations and Corporate Treasury guidance.
Shapes future strategy by translating BNY’s Treasury and balance sheet priorities into clear team objectives, execution priorities, and decision-useful management insights.
Monitors compliance with internal and regulatory balance sheet risk metrics for assigned legal entities and/or regions, escalating key issues and emerging risks to senior management as appropriate.
Oversees the application of core IRR measurement and analytical tools, ensuring outputs are fit for purpose, well understood, and appropriately used in Treasury and risk decision-making.
Makes the internal stakeholder and end-user experience measurably better by delivering thoughtful, decision-oriented analytics, reporting, and risk insights that support Treasury, Finance, and Risk partners.
Helps teams adopt better ways of working by simplifying processes, strengthening governance, and improving the efficiency and scalability of the ALM operating model.
Takes accountability for team results, ensuring analytical quality, timely execution, strong governance, and clear ownership across ALM and IRRBB activities.
Applies new learnings, market developments, and evolving industry practices to improve how ALM, IRRBB, and balance sheet risk work gets done.
Puts team success ahead of individual priorities by building strong partnerships across Treasury, Finance, Risk, Data, and Technology organizations.
Encourages AI adoption to improve team performance, analytical insight, and decision support within the ALM framework, while maintaining strong controls and clear accountability.
Promotes a product mindset by delivering solutions, reporting, and analytical capabilities that improve user outcomes, usability, and adoption.
Uses data to improve team performance, strengthen decision-making, and enhance transparency across ALM, IRRBB, and balance sheet risk processes.
Evaluates risks inherent in new or changing bank products, balance sheet strategies, or market conditions, and recommends enhancements to ALM methodologies, analytics, and associated technical processes as needed.
Influences and guides thinking by presenting clear ideas, insights, and recommendations that enable fast and informed decisions by senior leadership.
Applies business acumen to remove complexity and bureaucracy, improving execution, governance, and outcomes across Treasury risk management activities.
Develops and coaches talent through ongoing feedback, mentorship, and growth opportunities that build team capability and strategic thinking.
Monitors industry developments and regulatory expectations related to ALM, IRRBB, and balance sheet risk, and applies best practices to strengthen policies, procedures, assumptions governance, and analytical frameworks.
Leads special projects and strategic initiatives, engaging partners across Treasury, Finance, Risk, Data, and Technology to enhance the ALM operating model and strengthen end-to-end process sustainability.
To be successful in this role, we’re seeking the following:
Degree in mathematics, engineering, statistics, computational finance, economics, finance, or a related quantitative discipline preferred.
MBA, CFA, FRM, or similar advanced credential preferred.
10-15 years of total work experience preferred.
Significant experience with interest rate risk management, IRRBB, and/or asset-liability management within large, complex financial organizations preferred.
Experience with Quantitative Risk Management (QRM) or a similar IRR platform preferred.
Demonstrated ability to connect technical model output and analytical findings to strategic Treasury, balance sheet, and risk management decisions.
Strong understanding of regulatory expectations, governance standards, and industry practices related to ALM and IRRBB.
Proven ability to communicate complex analytical topics clearly and effectively to senior management and cross-functional stakeholders.
Demonstrated strength in client focus, strategic leadership, talent development, influencing stakeholders, applying business judgment, and leading through collaboration in a complex matrixed environment.