ខ្មែរ
Associate Asset Liabilities Management (ALM) Manager
Full Time Phnom Penh Posted 1 week ago
Treasury
Job Responsibilities
- Manage the Bank’s Assets and Liabilities
- Optimize the balance sheet structure to ensure a stable net interest margin.
- Align asset and liability maturities to manage interest rate and liquidity risks.
- Monitor loan and deposit growth to maintain balance sheet health.
- Ensure Regulatory Compliance
- Adhere to local and international banking regulations (e.g., Basel III, LCR, NSFR).
- Prepare reports for regulatory bodies and internal audits.
- Monitor changes in regulatory frameworks and update policies accordingly.
- Develop, Analyze & Execute ALM Strategies
- Formulate strategies to manage interest rate risk, liquidity risk, and funding costs.
- Use scenario analysis and stress testing to evaluate strategy effectiveness.
- Collaborate with treasury, finance, and risk teams for strategy alignment.
- Monitor Market Conditions & Conduct Regular Market Surveys
- Track macroeconomic indicators, interest rate trends, and competitor benchmarks.
- Conduct market surveys to assess pricing, liquidity, and customer behavior.
- Provide insights to support pricing and investment decisions.
- Implement Risk Management Practices
- Maintain adequate liquidity buffers and contingency funding plans.
- Use Value-at-Risk (VaR), duration gap analysis, and other risk metrics.
- Ensure profitability while managing exposure to market volatility.
- Prepare Decks for Management Meetings
- Summarize ALM performance, market outlook, and strategic recommendations.
- Visualize key metrics and trends using charts and dashboards.
- Provide actionable insights for decision-making.
- Analyze Hedging Strategies
- Evaluate the effectiveness of interest rate swaps, futures, and options.
- Assess hedge accounting implications and compliance.
- Recommend adjustments based on market movements and risk appetite.
Job Requirements
- Bachelor’s Degree, preferably in Finance area
- At least 3years’ experience in treasury, or finance or related field
- Knowledge of and experience of working in treasury functions
- Good communication Skills; both verbal and written in English
- Strong social skills with the demonstrated ability to build cross-functional relationship
- Advance level of MS Office; especially MS Excel