Associate Director, Treasury / Asset Liability Management / $10K [ID: 684251]

Capita Singapore (PERSOL Singapore); Singapore; On-site; SGD 180,000 - 240,000; Full time

Job summary

Capita Singapore (PERSOL Singapore) is seeking an experienced treasury professional to lead regional ALM governance, develop FTP methodologies, and design funding strategies across multiple countries.

The role requires 8–10 years in banking or financial markets with direct ALM, FTP and liquidity management experience; Bloomberg fluency and MS 365 automation familiarity are preferred.

Qualifications

• Bachelor’s Degree in Finance, Economics, Business, or related discipline.

Responsibilities

• Assist in designing and implementing the ALM framework and governance for the region.
• Develop policies, procedures and analytical reports for ALM governance.
• Establish FTP methodologies reflecting liquidity and term premiums.
• Create internal funding curves considering currency, tenor, liquidity, and term premiums.
• Collaborate with Finance to embed FTP into profitability and pricing.
• Support issuance design and funding structures; model the optimal funding mix.
• Monitor issuance governance and regional contingency funding plans.
• Execute treasury activities (money market, FX, IR management) within risk parameters.
• Monitor liquidity risk appetite metrics and report to senior committees.
• Coordinate with treasury departments for funding limit allocations.
• Stay updated with industry standards and regulatory reporting requirements.

Skills

ALM

FTP

Regulatory knowledge

Financial risk management

Cross-functional collaboration

Willingness to rotate countries

Team player

Education

Bachelor’s degree in Finance/Economics/Business

Tools

Bloomberg

Microsoft 365

Job description

Responsibilities:

1. Assist in the design and implementation of the overall Asset and Liability Management (ALM) framework and governance for the region.
2. Develop policies and procedures along with analytical reports to ensure effective implementation and oversight of the ALM governance framework.
3. Establish funds transfer pricing (FTP) methodologies to accurately reflect liquidity and term premiums.
4. Create and publish internal funding curves that ensure disciplined trading behavior, considering account currency, tenor, liquidity, and term premiums.
5. Collaborate with Finance and Business teams to incorporate FTP into profitability measurements and pricing decisions.
6. Support the design of issuance vehicles and funding structures; develop models to ascertain the optimal funding mix and issuance appetite.
7. Aid in establishing governance models to monitor issuance activities within approved parameters and develop regional contingency funding plans.
8. Execute and monitor treasury dealing activities (money market, FX, interest rate management) to ensure adherence to approved risk parameters.
9. Contribute to monitoring liquidity risk appetite metrics and reporting to senior management committees.
10. Maintain communication with relevant treasury departments to facilitate funding limit allocations to regional entities.
11. Stay updated with industry standards and adhere to policies, reporting requirements, and regulatory guidelines.

Requirements:

1. Bachelor’s Degree in Finance, Economics, Business, or a related discipline.
2. Professional certification in Financial Risk Management (FMRP) is advantageous.
3. 8-10 years of relevant experience in banking or financial markets, with direct treasury experience in asset-liability management, FTP, and liquidity management.
4. Knowledgeable of BCBS Basel and MAS frameworks focusing on liquidity aspects; familiarity with HK's SFC regulations is a plus.
5. Experience in ALM and FTP, with candidates who have established such programs being preferred.
6. Proficient in using Bloomberg for trade execution, risk management, and balance sheet management.
7. Familiarity with building automation tools in the M365 platform is a plus.
8. Strong team player capable of effective collaboration across various departments and stakeholders.
9. Demonstrates a positive attitude, ownership, and commitment to team objectives.
10. Willingness to support operations across multiple countries on a rotational basis.

EA License No.: 01C4394 (Persol Singapore PTE LTD)