ALM (Asset Liability and Capital Management) Manager

Hammerjack Pty Ltd; Taguig; Hybrid; PHP 900,000 - 1,500,000; Full time

Job summary

East West Banking Corporation (EastWest) is seeking an ALM Manager for the Strategic Finance Group in BGC, Taguig. This hybrid role focuses on ALCO reporting, FTP framework support, and running sectoral stress scenarios for ICAAP while ensuring BSP liquidity and capital compliance.

The candidate will lead ALM-related analyses, monitor liquidity, and coordinate with Corporate Strategy to design stress tests. The team emphasizes development, mentorship, and competitive compensation.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Statistics or related quantitative field.
• FRM/CFA or equivalent preferred.
• 3-7 years of ALM, Treasury, or risk management banking experience.
• Proficiency in ALM models and data analysis; advanced Excel; SQL knowledge 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/monthly and update CFP against liquidity stress tests.
• Design and execute sectoral stress scenarios for ICAAP with Corporate Strategy.
• Prepare weekly/monthly ALCO reports and manage FTP curves and methodology.

Skills

ALM expertise

Excel advanced

SQL

Education

Bachelor's degree in Finance or related quantitative field

Tools

ALM systems

Job description

About the Job

Location:

BGC, Taguig

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.

Your dream. Our focus.

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