ALM Manager

Overview

We are Recruiting!
The ALM Manager combines traditional treasury risk management responsibilities with ALM functions, focusing on optimizing the company’s financial assets and liabilities to enhance financial performance and reduce risk. You will play a crucial role in the creation of our financial risk management reporting, liquidity and exposure management strategy. The role requires deep knowledge of financial models, risk management and macro-economic environments.

● Treasury Functions
-Risk Management: Identify and manage financial risks related to FX, IR, CM, digital
assets, credit, and liquidity. Conduct stress testing and scenario analysis to identify
vulnerabilities and Front Office exposure reporting.
-Cash Management: Oversee daily cash management positioning, including cash
positioning, cash flow performance, and working capital management.

● Asset Liability Management:
-ALM Strategy Development: Develop strategies to manage the balance sheet optimally, aligning with the company’s risk appetite and regulatory requirements.
-Balance Sheet Analysis: Regularly analyse the balance sheet to assess the financial impact of asset and liability management decisions.
-Liquidity Risk Management: Ensure that the company maintains adequate liquidity under various scenarios and stress conditions.
-Regulatory Compliance: Monitor and ensure compliance with relevant regulatory requirements affecting treasury and ALM activities.

● Policy & Process Documentation:
-Create and update financial risk management policies to align with regulatory standards.
-Document procedures for liquidity, asset class risk, and counterparty exposure management.

● Transformation & Automation Initiatives:
-Lead treasury transformation projects aimed at automating risk reporting, improving operational efficiency, and enhancing data analytics.
-Collaborate with IT and finance teams to upgrade treasury systems, ensuring integration with broader organisational objectives.

● Transaction Oversight:
-Ensure transactions comply with Treasury policies and risk limits.
-Assist in reporting and documentation to support liquidity and risk management.

KEY SKILLS AND EXPERIENCE

● 3+ years of experience in Financial Risk Management, Treasury or Data Science.
● MSc in Finance, Accounting, or a Quantitative degree.
● Accreditation of ACT, FRM, or CFA is beneficial.
● Working knowledge in R, Python & SQL is a must.
● Good understanding of risk and valuation concepts such as Monte Carlo simulations.
● Experience working with cryptocurrencies and blockchain products is a plus.
● Strong communication skills, with the ability to liaise with senior management, internal teams, and external partners.
● Analytical and problem-solving skills, particularly in identifying inefficiencies in payment processes and implementing solutions.
● Proficiency in managing IR, FX, CM, Equity and Digital Asset risks and other financial exposures.