Treasury Asset and Liability Manager

Looking for a detailed orientated & collaborative Treasury Asset and Liability Manager (ALM) to play a key role in enhancing Treasury’s balance sheet management capabilities and reporting. This is an important role, which will work across the Treasury, Finance and Risk functions. Hiring a Treasury Asset and Liability Manager who will be responsible for designing and setting up the relevant methodology, policies and procedures, developing configuration in the Asset Liability Management system (MORS) system related to the Balance Sheet Management, including an efficient, transparent and effective Funds Transfer Pricing methodology and platform to measure product risk and profitability through the lens of the Liquidity, Funding and Interest Rate risks. This role will also be accountable to contribute to the ICAAP and ILAAP processes and assessments, review behavioural analysis and limit setting.