Asset & Liability Management (ALM) Manager

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

About GoTyme

GoTyme is a joint venture between the Gokongwei Group, one of the biggest conglomerates in the Philippines, and the Singapore-headquartered digital banking group Tyme. This venture combines the trusted Gokongwei brand, customer base, and distribution ecosystem with Tyme's globally proven digital banking technology and hands-on experience building South Africa's leading digital bank, TymeBank, one of the fastest‑growing digital banks in the world today.

At GoTyme, we have embarked on a journey to democratize financial services and bring next‑level banking to the Philippines. We seek individuals who share our belief that the game is worth changing, to join our growing team of GoTymers as we build, launch, and scale a bank that empowers all Filipinos to navigate a path to financial freedom.

About the Role

This Asset & Liability Management (ALM) Manager manages GoTyme Bank's asset and liability management (ALM) function, safeguarding long‑term balance sheet value through the management of interest rate risk, liquidity risk, and funding risk. The ALM Manager is accountable for optimising the balance sheet structure across all financial products to protect and grow long‑term shareholder value, operating with a high degree of autonomy in a complex, dynamic and BSP‑regulated environment. He/she provides the CFO, CRO, ALCO and Senior Leadership with clear, decision‑useful analysis of balance sheet positions, funding plans, and risk exposures within Board‑approved risk appetite.

• Leverage asset and liability insights to inform strategic financial planning and risk mitigation at an organisational level.
• Prepare and present ALM analysis, funding plans, and risk positions to the Asset & Liability Committee (ALCO); recommend strategies to optimise the balance sheet within approved risk appetite.
• Maintain a working understanding of all financial products across the balance sheet (deposits, loans, investments, derivatives) to correctly assess their liquidity, repricing, and behavioural characteristics for ALM purposes.
• Monitor and manage liquidity risk, funding concentration, and contingency funding plans in line with BSP regulatory and internal policy requirements.
• Model and manage interest rate risk exposures (including IRRBB), run repricing gap and duration analysis, and recommend hedging strategies.
• Develop and maintain ALM models, stress tests, and scenario analyses; produce accurate, timely reporting for internal governance and regulatory submission.
• Work independently across Treasury, Risk, Finance and business units to gather inputs and embed ALM considerations into product and pricing decisions, operating with a high degree of autonomy.
• Navigate and resolve complex, often ambiguous balance sheet and market risk problems that span multiple products, systems and regulatory frameworks.
• Lead initiatives to assess and strategically manage the impact of regulatory changes on capital and funding.
• Utilise advanced return on capital analysis and in-depth balance sheet analysis to drive strategic decisions that maximise long‑term shareholder value and ensure sustainable financial stability.
• Design and implement comprehensive market and liquidity risk frameworks, limits and monitoring to support balance sheet resilience.

Requirements

• Bachelor's degree in Finance, Economics, Risk Management, Actuarial Science or a related field
• 7+ years experience in Treasury, ALM, Balance Sheet Management or Market Risk within a bank or financial institution.
• Proven ability to work autonomously, deliver under strict timelines and manage complex, cross‑functional problems.
• Strong quantitative, modelling, and presentation skills, with experience preparing ALCO-level reporting.
• Relevant postgraduate qualification or professional certification (e.g. FRM, CFA, PRM,) advantageous.
• Strong technical knowledge of interest rate risk, liquidity risk, funding, and financial product structures across the balance sheet.
• Working knowledge of BSP prudential requirements for liquidity and interest rate risk management advantageous.