Wing Bank
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Head of Asset and Liability Management

Full Time Phnom Penh Posted 2 weeks ago

Finance

The Head of Asset and Liability Management (ALM) is responsible for overseeing the strategic management of the bank's balance sheet. This role involves managing the financial resources of the bank through capital management, liquidity management, interest rate risk management, foreign exchange risk, fund transfer pricing (FTP), product pricing and other core treasury activities. The Head of ALM ensures compliance with regulatory requirements and aligns the ALM strategy with the bank's overall business strategy and risk appetite.

Job Responsibilities

  • Balance Sheet Management: Monitor and manage the bank's capital, liquidity, and market risk. Optimize the balance sheet structure and ratios.
  • Risk Management: Identify, assess, and mitigate interest rate and liquidity risks. Implement hedging strategies to manage these risks.
  • Funds Transfer Pricing (FTP): Oversee the FTP process to ensure accurate allocation of costs and revenues across the bank's business units.
  • Regulatory Compliance: Ensure compliance with internal policies and local regulatory requirements. Monitor regulatory developments and adjust ALM strategies accordingly.
  • Capital Planning (ICAAP): Develop and maintain the capital planning in place and abreast to business growth as well as the impacts of deterioration in asset quality.
  • Reporting: Provide regular reports to the Asset and Liability Committee (ALCO) and senior management on the bank's ALM activities and performance.
  • Leadership: Lead and manage ALM projects. Provide guidance and support to the ALM team.

Job Requirements

  • Bachelor's degree in Finance, Economics, Business Administration, or a related field. A relevant post-graduate qualification (e.g., ACCA or MBA in Banking and Finance) is preferred.
  • Minimum 5 years of experience in asset and liability management within the banking industry.
  • Strong knowledge of balance sheet management and capital planning (ICAAP).
  • Excellent understanding of treasury and hedging products.
  • Proficiency in financial analysis and interpretation.
  • Strong leadership and project management skills.
  • Excellent communication and interpersonal skills.
  • Ability to work under pressure and meet tight deadlines.
  • Knowledge of Basel framework.
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