VP/AVP - Treasury, Bank

We are seeking a highly skilled and experienced VP to lead the Corporate Treasury function with a focus on Asset and Liability Management (ALM). The ideal candidate will play a critical role in shaping the bank’s financial strategy, managing risks, and optimizing the balance sheet to ensure long-term stability and profitability.

We are seeking a highly skilled and experienced VP to lead the Corporate Treasury function with a focus on Asset and Liability Management (ALM). The ideal candidate will play a critical role in shaping the bank’s financial strategy, managing risks, and optimizing the balance sheet to ensure long-term stability and profitability.

Responsibilities

Funds Transfer Pricing (FTP) Framework

• Design, implement, and enhance the bank’s FTP framework to ensure the accurate allocation of funding costs and benefits across business lines.
• Drive strategic decision-making through the development of FTP models that align with the bank's profitability and risk management objectives.
• Collaborate with business units to provide guidance on pricing, funding, and profitability optimization.

Asset and Liability Management (ALM)

• Manage the bank’s balance sheet to achieve optimal asset and liability composition, ensuring liquidity, profitability, and regulatory compliance.
• Develop and implement ALM strategies to address interest rate risk, liquidity risk, and funding requirements.
• Oversee the execution of ALM policies by monitoring key metrics such as Net Interest Margin (NIM), duration gaps, and liquidity ratios.

Interest Rate Risk in the Banking Book (IRRBB)

• Assess, measure, and mitigate interest rate risk exposure in compliance with regulatory standards and internal risk appetite.
• Leverage advanced tools and models to analyze the impact of rate changes on the bank’s financial performance.

Balance Sheet Optimization

• Drive capital allocation decisions to maximize shareholder value while maintaining regulatory capital adequacy.
• Provide insights into funding strategies, liquidity management, and cost optimization.

Qualifications

• Bachelor's degree in Finance, Economics, Business Administration, or related field.
• 7+ years of experience in Corporate Treasury, ALM, or related areas within financial services.
• Strong knowledge of banking strategies, balance sheet management, IRRBB, and capital management.
• Proven track record of managing regulatory compliance and reporting in a complex banking environment.
• Exceptional analytical, problem-solving, and decision-making skills.
• Strong leadership and communication skills, with the ability to collaborate effectively across teams and present to senior stakeholders.
• Candidates with less experience will be considered as AVP