Associate Director, Treasury / Asset Liability Management / $10K [ID: 684251]
Core
Design and implement the overall Asset and Liability Management (ALM) framework and governance for the region, including funds transfer pricing (FTP) methodologies and internal funding curves.
Role type
Associate Director, Treasury / Asset Liability Management
Builds
ALM governance framework, FTP methodologies, internal funding curves, regional contingency funding plans
Domain
Banking / Financial Markets / Treasury
Required skills
ALM framework design, FTP methodology development, liquidity risk management, issuance vehicle design, money market dealing, FX management, interest rate management, regulatory compliance (BCBS Basel, MAS), Bloomberg proficiency
Preferred skills
FMRP certification, M365 automation tools, established ALM/FTP program experience, HK SFC regulations knowledge
Technologies
Bloomberg, M365
Responsibilities
Design and implement ALM framework and governance, Develop policies and analytical reports, Establish FTP methodologies, Create internal funding curves, Collaborate on profitability measurements, Support issuance vehicle design, Monitor liquidity risk appetite metrics, Execute treasury dealing activities, Maintain communication for funding limit allocations
Seniority
Senior, hands-on IC
