Treasury ALM Financial Analyst

Support the Asset & Liability Management function by analyzing balance sheet structure, monitoring liquidity and interest-rate risks, and contributing to funding strategy and regulatory compliance.

Requirements

• Analyze balance sheet structure including liquidity gaps, repricing profiles, duration, and interest-rate sensitivity.
• Prepare ALM and liquidity reports (LCR/NSFR, funding concentration, maturity ladder) ensuring compliance with internal policies and regulatory requirements.
• Maintain ALM models and forecasting tools; perform stress testing, scenario analysis, and funding simulations.
• Conduct market research related to funding costs, yield curves, benchmark rates, and pricing implications.
• Support management and ALCO reporting through dashboards, insights, and presentations.