Vp, Asset Liability Management - Forecast Coordinator
Current- I collaborate closely with the Investment Portfolio desk, Treasury funding desk, Capital / Liquidity teams, and SME's to drive forecast results that align with Truist TOH strategy. Key Responsibilities Include:
- Investment Portfolio Management: Oversee a $115B+ investment portfolio including U.S. Treasuries of various tenors and agency mortgage-backed securities (MBS). Provide purchase targets, track actuals and monitor the.
- Wholesale Funding: Manage and forecast $50B+ across various funding channels, including FHLB advances, Treasury-managed deposits, brokered CDs, and long-term debt issuances. Collaborate with the funding desk to ensure.
- Hedge Portfolio Analysis: Conduct detailed analysis on the bank’s hedge portfolio, including Pay Fixed and Receive Fixed swaps, forward starting swaps, and cash flow hedges to understand their impact on NII and OCI.
- Monthly Forecasting and Stress Testing: Lead monthly baseline forecasting and bank stress testing, working with financial models to predict balance sheet changes in severe stress environments.
- Strategic NII Maximization: Partner with the IP & Funding desk to provide strategic guidance on portfolio mix, advising on forecast amounts to maximize expected NII while balancing risk and core Treasury metrics.
Dec 2023 - Present
