ALM Manager - Treasury

About the role

A leading digital bank is looking for an ALM Manager in Treasury, advertised through Envision Employment Solutions. The role keeps the bank's cash position and liquidity forecasts accurate, runs interest rate risk models and monitors limits so that the Treasury Director, ALCO and the Board receive reliable, current information.

Key responsibilities

• Maintain the daily treasury cash position and produce short-term (T+1, T+7) and structural (T+14+) liquidity forecasts
• Build and run IRRBB models, including EVE and NII sensitivity under the six BCBS shock scenarios and repricing gaps (static and dynamic)
• Monitor LCR, NSFR, maturity gap, survival horizon and intraday liquidity for management reporting
• First-line monitor approved risk limits and escalate breaches to the Treasury Director
• Help prepare the ALCO meeting pack and treasury information for the Board Risk Committee, ICAAP and ILAAP
• Publish ALCO-approved FTP rates and support FTP analytics
• Own and submit models for independent risk validation; validate market data (FX rates, yield curves, benchmark rates) and monitor the FX net open position
• Share analytics, limit utilisations and key developments with stakeholders

Required profile

• Bachelor's degree in Finance, Economics, Mathematics, Engineering or a related quantitative discipline
• At least 5 years of experience in ALM, Treasury or Market Risk within a bank or financial institution
• Hands-on experience building and running IRRBB models (EVE, NII, repricing gap)
• Strong knowledge of liquidity risk metrics such as LCR, NSFR and maturity ladder
• Familiarity with the CBE prudential regulatory framework for liquidity and market risk
• Clear written and verbal English
• Preferred: CFA, FRM or ACI diploma, Master's in Finance, Treasury management system or ALM platform experience, familiarity with BCBS IRRBB standards (2016) and experience with ICAAP/ILAAP submissions

Required skills

• Excel and financial modelling, able to build audit-ready analytical tools
• IRRBB modelling (EVE, NII, repricing gap)