Head of Asset and Liability Management_(T00011922)

About the Role

Lead asset and liability management to optimize the Bank’s balance sheet, ensuring liquidity and interest rate risk are managed within regulatory limits and strategic objectives.

Responsibilities

• Lead liquidity risk and IRRBB management, including stress testing, risk indicators, and regulatory compliance.
• Oversee balance sheet strategy, scenario analysis, and forecasting to support financial planning and long-term structure.
• Provide recommendations on funding, liquidity buffers, and asset-liability positioning aligned with risk appetite.
• Manage CFU (residual) levels and develop insights to enhance balance sheet performance and decision-making.
• Supervise ALM analytics, investment benchmark frameworks, and ad hoc balance sheet analysis.
• Oversee ALCO governance, including meeting coordination, documentation accuracy, and compliance with internal guidelines.

Qualifications

• Strong experience in banking, treasury, ALM, financial markets, and risk management.
• Deep understanding of liquidity risk, IRRBB, Basel frameworks, and BOT regulations.
• Strong analytical, modeling, and problem-solving capabilities.
• Proven leadership, stakeholder management, and ability to present to senior executives.