Asset & Liability Management

About the Role

Responsibilities

• Support the measurement, analysis, and reporting of liquidity positions across local and foreign currencies.
• Conduct duration gap analysis, Value at Risk (VaR), and other liquidity risk metrics.
• Contribute to managing and maintaining the Fund Transfer Pricing (FTP) mechanism.
• Assist in managing the Group’s asset/liability profile to minimize funding costs and capitalize on short-term opportunities.
• Support management of structural interest rate positions to optimize Net Interest Income (NII).
• Identify, measure, and report short- and long-term risk exposures across liquidity, interest rate, and market risk.
• Contribute to the administration of ALM processes across various operational scenarios.
• Collaborate with trading and sales teams to ensure the availability of treasury products and solutions.
• Support treasury systems enhancements and projects related to interest rate and liquidity risk.
• Participate in process improvement and quality enhancement initiatives.
• Comply with audit, compliance, and internal control measures.
• Maintain confidentiality, professional conduct, and high ethical standards.

Requirements

• Bachelor’s degree in Business, Banking, Finance, Economics, or related field.
• 5–8 years of experience in financial services/banking.
• Experience in Treasury or ALM roles preferred.
• Strong knowledge of ALM, interest rate risk, liquidity risk, and bank balance sheet structure.
• Understanding of financial instruments including securities and derivatives.
• Knowledge of liquidity stress tools, contingency funding strategies, and FTP mechanisms.
• Understanding of risk mitigation principles: correlation, diversification, hedging, immunization.
• Awareness of central bank market moves.
• Ability to assess product risks and controls.
• Proficiency in database management and MS Office.
• Strong analytical, logical, and business writing skills.

Qualifications

• Bachelor’s degree in Business, Banking, Finance, Economics, or related field.
• Master’s degree preferred.
• 5–8 years of experience in financial services/banking.
• Experience in Treasury or ALM roles preferred.
• Strong knowledge of ALM, interest rate risk, liquidity risk, and bank balance sheet structure.
• Understanding of financial instruments including securities and derivatives.
• Knowledge of liquidity stress tools, contingency funding strategies, and FTP mechanisms.
• Understanding of risk mitigation principles: correlation, diversification, hedging, immunization.
• Awareness of central bank market moves.
• Ability to assess product risks and controls.
• Proficiency in database management and MS Office.
• Strong analytical, logical, and business writing skills.