Senior Specialist Asset & Liability Management (ALM)

The Asset & Liability Management (ALM) role is responsible for monitoring and optimizing the company's balance sheet structure, liquidity position, funding profile, and interest rate risk exposure. The role supports management in making effective decisions on capital utilization, liquidity planning, funding strategy, and balance sheet efficiency, while ensuring compliance with internal risk appetite and regulatory requirements.
Key responsibilities
Balance Sheet Management & ALM Analytics (40%)
• Monitor and analyze the structure of assets, liabilities, and equity to ensure balance sheet efficiency and sustainability.
• Conduct gap analysis, duration analysis, repricing profile analysis, and cash flow mismatch monitoring across different time buckets.
• Assess the impact of market movements, interest rate changes, and funding cost fluctuations on balance sheet performance and net interest income.
• Provide recommendations to optimize funding mix, asset allocation, and balance sheet utilization.
Liquidity & Funding Management (35%)
• Monitor daily, weekly, and monthly liquidity positions to ensure adequate funding capacity and prudent liquidity buffers.
• Support short-term and medium-term funding plans, cash flow projections, and contingency liquidity planning.
• Coordinate with relevant stakeholders to manage funding sources and optimize cost of funds.
• Monitor internal liquidity limits, early warning indicators, and key ALM ratios.
• Prepare analysis and reports on liquidity profile, funding concentration, and stress scenarios for management review.
Market Monitoring / Treasury Support (15%)
• Track developments in money markets, interest rate trends, and interbank market conditions to support funding and liquidity decisions.
• Provide market intelligence and pricing references for internal stakeholders related to short-term funding and liquidity management.
• Candidates with prior experience as a dealer in the interbank market will have an advantage, especially in understanding market practices, pricing dynamics, and liquidity execution.
Reporting, Governance & Cross-functional Coordination (10%)
• Prepare ALM-related reports, dashboards, and presentations for senior management, ALCO, and other internal committees.
• Coordinate with Treasury, Risk Management, Finance, and relevant business units to ensure consistency of assumptions, data accuracy, and timely reporting.
• Support the review and implementation of ALM policies, procedures, limits, and control frameworks.
• Ensure compliance with internal governance standards and applicable regulatory requirements.