Treasury Manager (ALM)
Core
Design and build Mollie's Asset & Liability Management (ALM) function from scratch, establishing liquidity and balance sheet risk frameworks to support the company's banking license application and future operations.
Role type
0-to-1 Treasury Manager (ALM)
Builds
Liquidity risk framework (ILAAP, LCR/NSFR), interest rate and credit spread risk models (IRRBB/CSRBB), funding strategy, and Contingency Funding Plan.
Domain
Fintech / Payments / Banking Regulation
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Liquidity risk management (LCR/NSFR, ILAAP), Interest rate risk in banking book (IRRBB/CSRBB), Financial modeling, Excel, Risk framework design, Regulatory reporting, Stakeholder communication
Preferred skills
AI integration in finance, Fintech/PSP experience, Consultancy background
Technologies
Excel, AI tools
Responsibilities
Build core liquidity risk framework components including ILAAP and stress testing; Develop IRRBB/CSRBB approaches from risk identification to hedging strategy; Design funding and balance sheet strategy; Build Contingency Funding Plan and early-warning indicators; Produce documented policies and models for regulatory scrutiny; Support senior leadership with balance sheet analysis and reporting; Partner with Risk and Finance to align frameworks with risk appetite.
