ALM Trader - Assistant Vice President

About the Role

The ALM Trader is responsible for assisting in mitigating bank risk and ensuring bank compliance with regulatory and legal limits, in coordination with the Trading team. The overall objective of this role is to review balance sheets, and ensure risk to the bank is limited in support of Finance and Product control.

Responsibilities

• Oversee the balance sheet, liquidity, cash flow and interest rate risk of the bank by closely coordinating with different departments in the bank.
• Manage the banking risk position to meet and exceed Profit and Loss (P/L) targets
• Review and manage the daily local currency (LCY) and foreign currency (FCY) balance sheets and cash flow and coordinate daily funding activity with the Trading Desk
• Ensure bank liquidity is in line with liquidity plans and limits, and ensure local and global regulatory liquidity ratios and limits are adhered to
• Ensure bank compliance with all regulatory and legal limits and requirements, including Reserve Requirement, Legal Lending Limit etc.
• Assist with implementing the transfer pricing process and ensure it is transparent and in line with all the global policies
• Support the MT Head/ Country Treasurer with required deliverables and assist with preparing the monthly deck and regular call presentations
• Coordinate the daily and the monthly P/L estimate and calculation process with Finance and Product control
• Leading strong governance and controls: Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Adhere to all policies and procedures as defined by your role which will be communicated to you
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Recommended Qualifications

• 6-10 years of experience in a related role
• In-depth understanding of all Treasury Systems and technology platforms
• Macroeconomic and Quantitative analysis skills
• Demonstrated ability to thrive in a fast-paced environment and multi-task
• Consistently demonstrates clear and concise written and verbal communication
• Knowledge of Thailand local market regulations and practices
• Knowledge of Bloomberg, booking systems, trading protocol, closing technicalities

Education

• Bachelor’s degree/University degree or equivalent experience
• Master’s degree preferred