Asset Liability Management Cover Letter

I would like to submit my application for the asset liability management opening. Please accept this letter and the attached resume.

In my previous role, I was responsible for actuarial expertise to key business partners across the organization, including Pricing, Valuation, Portfolio Management, Compliance and Tax on asset liability management.

My experience is an excellent fit for the list of requirements in this job:

• Investment experience, or Masters in a quantitative discipline
• Project management skills to undertake and drive/ monitor specific projects
• Good understanding of interest rate risk modelling
• Knowledge of Basel and Liquidity Risk Management requirements
• Knowledge of modelling behavioral products
• Proficient in Excel and VBA
• Previous system implementation experience is preferred
• Strong quantitative skills and detail-oriented individual

I submit this application to express my sincere interest in the asset liability management position.

In my previous role, I was responsible for support to the VP and AVP Asset-Liability Management in other projects throughout the year.

My experience is an excellent fit for the list of requirements in this job:

• A strong appreciation of systems and data architectures, specifically in a finance environment
• Mature and independent - able to work with little supervision
• Financial Services Project Experience across both internal reporting and regulatory requirements, with solid experience of IRRBB reporting processes
• Demonstrated experience of large scale project implementations involving IT
• Experience of working in a large, global banking organisation
• Bachelor’s in mathematics, actuarial science, finance, economics, physics, computer science or engineering
• Communication skills to convey complex information to business both verbally and in writing at an appropriate level of detail for each audience
• Experience with Ruby or Python on Linux

I submit this application to express my sincere interest in the asset liability management position.

In the previous role, I was responsible for demos to users and clients and be resident expert on ALM modelling responsible for training and education of internal staff.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• The role is highly analytical and requires a full understanding of banking and treasury products, the inherent risks that these generate and the instruments that can be used to hedge these risks
• Support the roll-out of key MRM-ALM initiatives, including the Basel interest rate risk in banking book (IRRBB) measures such as ∆EVE and ∆NII and models such as interest rate profiling of non-maturing deposits and early redemption of fixed deposits
• Support the annual IRRBB limits calibration
• Monitor the IRRBB usage against limits and make recommendation to management
• Provide support to other team members in the annual ICAAP and IWST exercise
• Support the overseas and Development teams in the rollout of the IRRBB system for the Bank’s overseas locations
• Knowledge of VBA, SQL is preferred
• Experience in analysing and reporting interest rate and liquidity profile for senior management and Risk Committee

Please consider me for the asset liability management opportunity. I am including my resume that lists my qualifications and experience.

In my previous role, I was responsible for analytical support to ALM strategist through scenario support to optimize balance sheet through the minimization of derivatives, achievement of earnings objectives and total return objectives within interest rate risk tolerance limits.

Please consider my qualifications and experience:

• Manage senior stakeholders primarily within the US region but also on a global basis through complex process change and systems change delivery activities
• Deal with conflicting priorities across regional and global stakeholders and respond to their requirements within tight delivery timelines without compromising quality
• Achieve results through effective management of indirect direct reports (eg HOST and other ALCM Change resources who are assigned project tasks)
• Understand wider regulatory change backdrop and ensure appropriate priorities are set
• The primary role of the ALCM Change Delivery team is to provide business change management for finance systems projects as part of the Global Finance Change Programme
• The key stakeholders are senior Regional, Group and Site ALCM teams, HOST and other internal ALCM teams
• A solid IRRBB reporting knowledge
• An understanding of change delivery lifecycles and delivery methodologies

I am excited to be applying for the position of asset liability management. Please accept this letter and the attached resume as my interest in this position.

Previously, I was responsible for guidance to key local stakeholders (Head of Investments, CFO, CRO and Chief Actuary and Pricing Officer) on ALM and market risk related issues.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Experience on developing on Linux
• Enrolled in Master’s program in mathematics, actuarial science, finance, economics, physics, computer science or engineering
• Knowledge of equity, fixed income, credit, and derivative instruments
• Monitoring financial risks
• Portfolio risk monitoring and analysis
• Coordinate, challenge & perform financial risk analysis and assessment
• Global oversight and coordination of Financial Risks within the Bank
• Prepare advice on management of financial risk