Specialist, Treasury ALM

About the role

The Specialist, Treasury ALM will develop and maintain quantitative bond analysis frameworks to identify attractive investment opportunities and support the fund's fixed income strategy.

Key responsibilities

• Design and maintain quantitative analysis modules, internal rating systems, and RAROC models for bond portfolios.
• Conduct primary and secondary research, due‑diligence and thematic sector analysis on global fixed‑income markets.
• Prepare investment research papers, bond analysis reports, and performance attribution for both internally and externally managed allocations.
• Evaluate and monitor credit ratings of banks and financial institutions, recommending dealing limits in line with investment policy.

Required profile

• 5‑6 years of experience in market, investment or treasury risk analysis.
• Bachelor’s degree in finance, economics, risk management or related field; Master’s degree preferred.
• CFA or FRM charter holder.

Required skills

• Quantitative bond analysis and modeling.
• Design of internal rating systems and RAROC models.
• Risk assessment and expected loss measurement for bond exposures.
• Research and due‑diligence on fixed‑income markets.