At PNC, the Asset Liability Management Associate Director will optimize liquidity positioning, support funding decisions, and contribute to enterprise liquidity strategy by executing and managing repo trades, monitoring cash flows, developing forecasting models, and evaluating market conditions.
Requirements
- Experience with Python, Tableau, VBA, and SQL for financial modeling and reporting.
- Familiarity with Bloomberg Terminal and other market data tools.
- Strong understanding of liquidity management, Treasury markets, and repo instruments.
- Advanced coursework in Business Analytics preferred.
- Experience in portfolio management, repo trading, or capital markets.
- Competencies: Asset and Liability Management (ALM), Financial Forecasting and Modeling, Liquidity Management, Market Risk
- Preferred Skills: Capital Management, Data Analytics, Financial Analysis, Market Research, Strategic Planning
Responsibilities
- Execute and manage repo trades (bilateral, FICC GSD & GCF, Triparty) to optimize liquidity positioning.
- Monitor and analyze intraday cash flows and liquidity forecasts to support funding decisions.
- Develop and maintain forecasting models and trading reports using Excel, Python, and Tableau.
- Produce market commentary and ad-hoc analysis on Treasury and repo market conditions.
- Collaborate with trading desks, risk teams, and capital markets to support enterprise liquidity strategy.
- Evaluate macroeconomic trends and their impact on repo rates and Treasury yields.
- Support counterparty credit risk assessments, including Basel III metrics and capital ratios.
Other
- Responsibilities require time in the office or in the field on a regular basis.
- Some responsibilities may be performed remotely, at manager discretion.
- Excellent communication skills and ability to work in a fast-paced, deadline-driven environment.
- Demonstrated leadership and teamwork
- Prior work in a rotational analyst program or similar cross-functional role.
