Asset & Liability Management

DOHA BANK; Doha; On-site; QAR 140,000 - 220,000; Full time

Job summary

DOHA BANK seeks an ALM Officer to support liquidity measurement, analysis, and reporting across local and foreign currencies. You will conduct duration gap, VaR, PVBP, and other metrics, coordinating with Risk. The role also contributes to managing the FTP mechanism with Finance and Risk.

Educational requirements include a Bachelor’s in Business/Finance, with 5–8 years in financial services, preferably Treasury/ALM. Strong analytical skills and compliance with regulatory standards are essential.

Qualifications

• Bachelor’s degree in Business, Banking, Finance, Economics, or related field.
• Master’s degree preferred.
• 5–8 years of experience in financial services/banking, preferably in Treasury or ALM.

Responsibilities

• Measure, analyze, and report liquidity positions across currencies.
• Conduct duration gap analysis, VaR, PVBP, and other liquidity metrics.
• Support Fund Transfer Pricing (FTP) with Finance and Risk.
• Assist in CFP assessments, liquidity stress testing, and risk reporting.

Skills

ALM knowledge

Liquidity risk

VaR analysis

NII optimization

Education

Bachelor's degree in Business/Finance

Master’s degree preferred

Tools

MS Office

Database management

Job description

Organizational Context Job Position: ALM Officer Function: Treasury & Investments Department: Treasury Section: ALMReporting to: Section Head – Asset & Liability Management

Role Objective

The ALM Officer supports the measurement, analysis, and reporting of liquidity positions across local and foreign currencies. The role involves conducting duration gap analysis, Value at Risk (VaR), PVBP, and other liquidity risk metrics—coordinated with the Risk department. The job holder also contributes to managing and maintaining the Fund Transfer Pricing (FTP) mechanism jointly with Finance and Risk.

Operational Responsibilities

Execute activities assigned by the Section Head – ALM in compliance with internal policies and regulatory requirements. Support the efficient management of intra‑group funding and liquidity positions through optimal allocation of funds. Ensure adherence to the group’s structural liquidity risk guidelines. Contribute to Contingency Funding Plan (CFP) assessments and liquidity stress testing. Assist in managing the Group’s asset/liability profile to minimize funding costs and capitalize on short‑term opportunities. Support management of structural interest rate positions to optimize Net Interest Income (NII). Assist in identifying, measuring, and reporting short- and long‑term risk exposures across liquidity, interest rate, and market risk. Contribute to the administration of ALM processes across various operational scenarios. Collaborate with trading and sales teams to ensure the availability of treasury products and solutions. Support treasury systems enhancements and projects related to interest rate and liquidity risk. Participate in process improvement and quality enhancement initiatives. Comply with audit, compliance, and internal control measures. Maintain confidentiality, professional conduct, and high ethical standards. Assist in maintaining a robust liquidity limit structure aligned with regulatory requirements to support credit ratings. Support setting investment limits for international branches based on local liquidity regulations. Conduct balance sheet analysis to support strategic hedging recommendations to ALCO. Provide analytical support for evaluating pricing proposals and their impact on NIM and liquidity. Capture profitability, client analytics, and risk characteristics for non‑fixed‑rate products. Document regulatory and policy changes in internal control processes. Provide accurate data and responses to auditors and compliance when required.

External Local & Foreign Banks Financial Institutions Investment Brokers Consultants External Auditors Regulatory/Government Bodies

Competencies, Knowledge, and Experience

Educational Qualifications Bachelor’s degree in Business, Banking, Finance, Economics, or related field. Master’s degree preferred. Experience5–8 years of experience in financial services/banking. Experience in Treasury or ALM roles preferred.

Technical Competencies

Strong knowledge of ALM, interest rate risk, liquidity risk, and bank balance sheet structure. Understanding of financial instruments including securities and derivatives. Knowledge of liquidity stress tools, contingency funding strategies, and FTP mechanisms. Understanding of risk mitigation principles: correlation, diversification, hedging, immunization. Awareness of central bank market moves. Ability to assess product risks and controls. Proficiency in database management and MS Office. Strong analytical, logical, and business writing skills.

Regulatory Compliance

Solid knowledge of QCB/regulatory frameworks and governance guidelines. Understanding of laws governing regulated financial institutions.

Certifications (Desirable)

CFA, CA, CMA, ACA, CPA, or equivalent.