ALM Strategy Lead: Balance Sheet Growth & Risk

GoTyme Bank Corporation; Philippines; On-site; PHP 1,800,000 - 3,000,000; Full time

Job summary

GoTyme Bank Corporation in the Philippines seeks an Asset & Liability Management (ALM) Manager to safeguard long‑term balance sheet value in a BSP‑regulated environment. You will lead ALM analyses, liquidity and funding risk management, and coordinate with CFO, CRO and ALCO to optimise the balance sheet across deposits, loans, investments and derivatives.

You will work autonomously across Treasury, Risk and Finance, modelling interest rate risk, running gap analyses, and developing reporting

Qualifications

• 7+ years experience in Treasury, ALM, Balance Sheet Management or Market Risk in a bank or financial institution.
• Strong autonomous work, ability to meet timelines and manage cross-functional problems.
• Strong quantitative, modelling, and presentation skills.
• Experience preparing ALCO-level reporting.
• Postgraduate qualification or professional certification (FRM/CFA/PRM) advantageous.
• Strong knowledge of interest rate risk, liquidity risk, funding, and product structures across the balance sheet.
• Working knowledge of BSP prudential requirements for liquidity and interest rate risk management advantageous.

Responsibilities

• Leverage ALM insights to inform strategic planning and risk mitigation.
• Prepare ALM analyses, funding plans, and risk positions for ALCO; recommend strategies to optimise the balance sheet within risk appetite.
• Maintain understanding of all financial products across the balance sheet for ALM purposes.
• Monitor liquidity risk, funding concentration, and contingency funding plans per policy.
• Model and manage interest rate risk exposures, run gap and duration analyses, and hedge strategies.
• Develop and maintain ALM models, stress tests, and scenario analyses; produce governance reporting.
• Collaborate across Treasury, Risk, Finance and business units to embed ALM considerations into decisions.
• Navigate complex balance sheet and market risk problems spanning products and systems.
• Lead initiatives to assess regulatory changes on capital and funding.
• Utilise return on capital and balance sheet analysis to drive strategic decisions.

Skills

Autonomy

Quantitative skills

Modelling

Presentation skills

Education

Bachelor's degree in Finance/Economics

Postgraduate qualification (FRM/CFA/PRM)

Tools

ALM models

Regulatory reporting tools

Job description

GoTyme Bank Corporation in the Philippines seeks an Asset & Liability Management (ALM) Manager to safeguard long‑term balance sheet value in a BSP‑regulated environment. You will lead ALM analyses, liquidity and funding risk management, and coordinate with CFO, CRO and ALCO to optimise the balance sheet across deposits, loans, investments and derivatives.

You will work autonomously across Treasury, Risk and Finance, modelling interest rate risk, running gap analyses, and developing reporting