Assets & Liabilities Management (ALM) Senior Officer – Treasury

Main role

• Support senior managers in measuring and monitoring Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk; lead the measurement, analysis and management of these exposures.
• Assist in the development and execution of structural hedging strategies; contribute to initiatives to optimize Net Interest Income.
• Execute daily and weekly reporting of key ALM metrics, including risk limits, exposures and variances; prepare dashboards and analytical reports for management and regulatory reviews.
• Conduct quantitative analysis, including scenario modeling and stress testing, using ALM tools and systems.
• Generate, validate and analyze data for FTP framework calculations.
• Ensure ALM activities comply with internal policies and external guidelines (e.g., Basel III, local central bank rules); support implementation of internal controls.
• Prepare drafts of presentations and reports for ALCO and senior management; drive continuous improvement in processes, models and reporting.

Job requirements

• Minimum 5-7 years of experience in bank treasury and asset-liability management.
• Bachelor's degree in finance, economics or a quantitative field; a master's degree or professional certification (CFA, FRM, CPA) is highly desirable.
• Expertise in treasury, financial modeling and balance sheet management; knowledge of IRRBB and liquidity risk regulations.
• Advanced Excel/financial modeling; ALM systems (e.g. OFSAA, QRM, Empyrean) or data tools (SQL, Python, Power BI/Tableau) are a plus.
• Excellent written and verbal communication; able to work independently under tight deadlines.