Asset Liability Management Associate Director R...

@ PNC

Position Overview

At PNC, our people are our greatest differentiator and competitive advantage. As the Asset Liability Management Associate Director Repo Trader, you will enhance liquidity and capital planning within the Liquidity & Capital Planning Funding Desk organization. This role is primarily based in New York City with regular office presence, though some responsibilities may be performed remotely at manager discretion.

Key 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, Tableau.
• Produce market commentary and ad-hoc analysis on Treasury and repo market conditions.
• Collaborate with trading desks, risk teams, and capital markets for enterprise liquidity strategy.
• Evaluate macroeconomic trends affecting repo rates and Treasury yields.
• Support counterparty credit risk assessments including Basel III metrics and capital ratios.
• Assist in structuring and pricing analysis for Credit Risk Transfer (CRT) transactions.
• Prepare investor and regulatory presentations summarizing deal economics and performance.
• Partner with Technology and Operations teams on relevant projects.

Job Duties

The role includes leading financial analysis, research, due diligence, and statistical analysis related to liquidity and capital planning. You will be responsible for preparing reports, assisting with stress testing, and facilitating business strategy across teams such as Finance, Risk Management, and Regulatory Affairs. Routine data aggregation, quality assurance, and transaction processing are also key elements of the responsibilities.

Qualifications

• Bachelor’s degree in Finance, Economics, or a related field; advanced coursework in Business Analytics preferred.
• 2–4 years of experience in portfolio management, repo trading, or capital markets.
• Strong understanding of liquidity management, Treasury markets, and repo instruments.
• Experience with Python, Tableau, VBA, SQL; familiarity with Bloomberg Terminal.
• Excellent communication, leadership, and teamwork in a fast-paced environment.

Additional Information

This position is non-sponsorship for visas and does not support STEM OPT. Salary ranges from $84,500 to $209,300 and is incentive eligible based on performance. PNC offers comprehensive benefits, paid time off, and a supportive, inclusive work environment.

Key skills/competency

Repo Trading, Liquidity Management, Forecasting, Python, Tableau, Financial Analysis, Capital Markets, Risk Management, Treasury, Data Analytics