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

PERSOL SINGAPORE PTE. LTD.; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

PERSOL SINGAPORE PTE. LTD. is seeking an experienced treasury professional to lead ALM framework design and governance across the region. You will develop FTP methodologies, publishing funding curves, and ensuring alignment with profitability and pricing decisions.

Ideal candidates have 8–10 years in banking/financial markets, strong Basel/MAS knowledge, and proficiency with Bloomberg and M365 tools to automate risk reporting and liquidity analysis.

Qualifications

• Bachelor’s degree in Finance, Economics, Business or related discipline.
• FRM/FMRP certification is advantageous.
• 8–10 years of relevant banking/financial markets experience including treasury, ALM, FTP and liquidity management.
• Knowledge of Basel III, MAS frameworks; HK SFC familiarity is a plus.
• Experience with Bloomberg for trade execution and risk management.

Responsibilities

• Assist in designing and implementing the ALM framework and governance for the region.
• Develop policies, procedures and analytical reports to support ALM governance.
• Establish FTP methodologies reflecting liquidity and term premiums.
• Create and publish internal funding curves considering currency, tenor, liquidity and term premiums.
• Collaborate with Finance and Business teams to embed FTP into profitability and pricing.

Skills

Team collaboration

Regulatory knowledge

Analytical reporting

Willingness to rotate

Education

Bachelor’s Degree in Finance/Economics/Business

Professional certification in Financial Risk Management (FRM/FMRP)

Tools

Bloomberg

Microsoft 365 automation

Job description

Responsibilities

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

Requirements

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