ALM & Treasury Manager

The ALM & Treasury Manager is responsible for managing Asset-Liability Committee (ALCO) reporting, daily liquidity monitoring, interest rate risk modeling, and investment and securities management. This role play a critical role in ensuring the bank’s liquidity, capital adequacy, and interest rate risk positions are monitored, analyzed, and reported accurately to support sound financial decision-making.

PRINCIPAL DUTIES AND RESPONSIBILITIES

1. Prepares and analyzes ALCO reports; provides insights on liquidity and capital positions.
2. Conducts daily liquidity monitoring and early ACH tracking to identify trends and potential risks.
3. Performs liquidity and capital stress testing under various economic scenarios to assess the Bank’s resilience.
4. Develops and maintains Interest Rate Risk (IRR) models; performs assumption analysis and validates model accuracy.
5. Conducts research and analysis on securities investments, supporting investment decisions and portfolio management.
6. Manages monthly securities reporting and reconciliation processes, ensuring compliance with regulatory standards.
7. Collaborates closely with Finance, Treasury, and Risk Management teams to provide actionable insights.
8. Supports the preparation of materials for ALCO meetings and regulatory reporting, as required.
9. Performs other duties as assigned.

EDUCATION AND/OR EXPERIENCE

• Bachelor’s degree in Finance, Economics, Accounting, or a related field, required.
• 5+ years’ experience in banking risk management, asset-liability management, or treasury functions, required.

KNOWLEDGE, SKILLS, AND ABILITIES

• Strong understanding of liquidity management, interest rate risk modeling, and securities analysis.
• Proficiency with financial modeling and reporting tools; knowledge of ALM software a plus.
• Excellent analytical skills and attention to detail.
• Strong communication skills to present complex information clearly to stakeholders.