Asset Liability Management Associate Director - Repo Trader - FICC / Bilateral / Triparty

Asset Liability Management Associate Director

At PNC, our people are our greatest differentiator and competitive advantage in the markets we serve. We are all united in delivering the best experience for our customers. We work together each day to foster an inclusive workplace culture where all of our employees feel respected, valued and have an opportunity to contribute to the company's success. As an Asset Liability Management Associate Director within PNC's Liquidity & Capital Planning Funding Desk organization, you will be based in New York City. This position is primarily based in a PNC location. Responsibilities require time in the office or in the field on a regular basis. 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, 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.
• 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 work related projects.

Qualifications :