ALM Architect - Build a Bank-Grade Liquidity Engine

Mollie; Greater London; On-site; GBP 90,000 - 120,000; Full time

Job summary

Mollie is expanding its Treasury function in Europe and seeks a Treasury Manager to design and run the ALM framework from scratch. You will shape liquidity risk management and funding strategy while working with Finance, Risk and product teams.

You will write models and tools, use Excel for analysis, and communicate complex balance sheet topics clearly to senior stakeholders and regulators.

Qualifications

• Around 5+ years of experience in Treasury, ALM or balance sheet risk management.
• Solid working knowledge of liquidity risk (LCR/NSFR, ILAAP) and/or interest rate risk in the banking book (IRRBB/CSRBB).
• Comfort building models and frameworks from a blank page.
• Strong quantitative and Excel/financial modelling skills with clearly documented logic.
• Ability to explain complex balance sheet risk topics to non-specialists and defend recommendations to senior stakeholders.
• Genuine curiosity about how AI can speed up non-human tasks.

Responsibilities

• Build and own the liquidity risk framework, including ILAAP, LCR/NSFR monitoring, and liquidity stress testing.
• Develop Mollie’s approach to interest rate risk and credit spread risk in the banking book (IRRBB/CSRBB).
• Contribute to the design of Mollie’s funding and balance sheet strategy, including deposit mix and diversification.
• Build the Contingency Funding Plan and related early-warning indicators for stress scenarios.
• Produce clear, well-documented policies, methodologies and models for scrutiny by regulators and auditors.
• Support senior leadership with analysis, reporting and recommendations for balance sheet decisions.
• Partner with Risk, Finance and external advisors to ensure frameworks align with Mollie's risk appetite.

Skills

Treasury

ALM

Liquidity risk

IRRBB/CSRBB

Excel modelling

Balance sheet

Regulatory communication

Job description

Mollie is expanding its Treasury function in Europe and seeks a Treasury Manager to design and run the ALM framework from scratch. You will shape liquidity risk management and funding strategy while working with Finance, Risk and product teams.

You will write models and tools, use Excel for analysis, and communicate complex balance sheet topics clearly to senior stakeholders and regulators.