Treasury Risk Manager
Core
Design, maintain, and oversee the Asset-Liability Management (ALM) risk framework, regulatory metrics, and stress testing models to ensure compliance with international standards and support balance sheet optimization.
Role type
Senior IC Treasury Risk Manager (ALM)
Builds
ALM risk frameworks, regulatory reporting packs, stress testing scenarios, and quantitative risk disclosures
Domain
Banking / Financial Services / Liquidity and Interest Rate Risk
Deliverable
production ML models | dashboards & analysis | client delivery
Required skills
ALM risk management, regulatory compliance (Basel III, BCBS 239), stress testing, quantitative analysis, liquidity risk modeling, balance sheet optimization, regulatory reporting, stakeholder engagement, mentorship
Preferred skills
Post-graduate degree in quantitative discipline, FRM, CFA, CA (SA)
Technologies
N/A
Responsibilities
Maintain and enhance the ALM Risk Management framework and policies; oversee internal and external regulatory metrics (LCR, NSFR, PV01, EVE); interpret and implement new regulatory directives; enhance ALM stress testing frameworks and behavioral models; partner with Treasury and Business units on funding strategy and balance sheet optimization; mentor junior staff and provide formal training on ALM Risk topics.
Seniority
Senior, hands-on IC
