ALM (Asset Liability and Capital Management) Manager

East West Banking Corporation; Philippines; Hybrid; PHP 900,000 - 1,500,000; Full time

Benefits offered by this job

Competitive salary package

Career development opportunities

Mentorship by industry experts

Job summary

East West Banking Corporation is hiring an ALM Manager to join the Strategic Finance Group in BGC, Taguig. Hybrid work arrangement supports a balance of on-site collaboration and flexible hours.

The role focuses on ALCO reports, FTP framework, and ICAAP stress scenario design. Qualified candidates will have 3–7 years in ALM or related banking risk roles, strong Excel/data analysis, and familiarity with Basel III and ICAAP/ILAAP frameworks.

Qualifications

• Bachelor's Degree in Finance, Economics, Mathematics, Statistics or related quantitative field.
• FRM/ CFA certification is preferred.
• 3-7 years of experience in ALM, Treasury, or risk management banking.
• Proficiency in ALM models and systems; advanced Excel and data analysis.
• SQL or programming knowledge is a plus.
• Familiarity with BSP Basel III regulations and ICAAP/ILAAP.

Responsibilities

• Conduct regular gap and duration analyses for ALCO IRRB reports.
• Monitor liquidity positions daily, weekly, and monthly and update CFP liquidity stress tests.
• Design and execute sectoral stress scenarios for ICAAP in collaboration with Corporate Strategy.
• Prepare weekly or monthly ALCO reports and manage FTP curves and methodology.

Skills

Advanced Excel

Data analysis

SQL

Programming basics

Education

Bachelor's Degree in Finance, Economics, Mathematics, Statistics or related quantitative field

FRM/CFA certification (preferred)

Tools

ALM models and systems

Job description

Corporate Title: Manager to Assistant Vice President

Work Arrangement: Hybrid

Our Strategic Finance Group is looking for experienced professionals to join us in BGC, Taguig in the role of ALM (Asset Liability and Capital Management) Manager.

As an ALM Manager, you will be responsible for preparing ALCO reports, supporting FTP framework, and executing sectoral stress scenarios for ICAAP whilst ensuring compliance with BSP liquidity and capital requirements.

East West Banking Corporation (EastWest) is one of the largest universal banks in the Philippines, and is committed to continuously invest in people and in process, product, and service enhancements, and embrace new ideas to enhance the EastWest experience.

We empower our employees to drive their careers and are committed to provide the runway for them to grow. We value teamwork and individual initiative. Join us and be part of a highly engaged team, and a workplace that promotes development and goal attainment.

Whether you're just starting out, or already a seasoned professional, EastWest can help you unleash your potential, and bridge the gap between dream to success.

What the role will entail

• Conduct regular gap and duration analyses for ALCO IRRB reports.
• Monitor daily, weekly, and monthly liquidity positions, and update Contingency Funding Plan (CFP) accordingly to liquidity stress tests
• Design and execute sectoral stress scenarios for ICAAP in collaboration with Corporate Strategy
• Prepare weekly or monthly ALCO reports and manage Funds Transfer Pricing (FTP) curves and methodology.

What we're looking for

• Bachelor's Degree in Finance, Economics, Mathematics, Statistics or related quantitative field. Certified Financial Risk Manager or Chartered Financial Analyst (FRM/CFA) preferred.
• 3-7 years of experience in ALM, Treasury, or risk management banking.
• Proficiency in ALM models and systems.
• Advanced Excel and data analysis skills; SQL or programming knowledge is a plus.
• Familiarity with BSP Basel III regulations and ICAAP/ILAAP.

What you can expect from joining our team

• Career development and training opportunities
• Competitive salary package and benefits
• Performance-based incentives and recognition programs to reward high-performing individuals
• Opportunity to work with industry experts and be mentored by them
• Defined career progression paths to guide you in your professional growth