Joe SassSVP, Balance Sheet Management at FISChair
Profile
Joe Sass is an experienced ALM and Fixed Income Risk professional, with 25+ years of experience in helping solve the balance sheet management challenges of financial institutions.
He currently serves as the Global Head of FIS’ Balance Sheet Management business.
It is his role to position the business unit's strategic and operational plans to help customers meet current and future challenges in balance sheet management, including Asset Liability Management/IRR, Liquidity Risk Mgmt, Stress Testing and Capital Adequacy (ICAAP), scenario analysis and what-if, FTP, profitability, credit loss and allowance modelling (IFRS9 ECL), hedge accounting and regulatory reporting.
In prior roles at FIS/SunGard, Joe served as the Managing Director for Risk and Performance-North America, Director of Product Strategy-North America, and head of the US Professional Services group, responsible for all North and South American balance sheet management implementations.
Before joining SunGard, Joe worked as the Interest Rate Risk Manager at Provident Bank, in the Washington D.C.-Baltimore corridor.
Preceding Provident, he worked in the Treasury and ALM departments of USF&G, a property and casualty and life insurer in Baltimore, Maryland.
Joe received a Bachelors of Science in Finance, International Business and Economics from Pennsylvania State University in 1997. He obtained a Masters of Science in Finance from Johns Hopkins University in 2002, and also holds the CFA charter.
Agenda Sessions
Chair’s opening remarks
, 11:40View SessionStress testing financial risk – what needs to change?
, 16:05View SessionChair's closing remarks
, 17:05View Session