Director, Asset & Liability

About the role

The Director, Asset & Liability will lead the Treasury ALM function, ensuring the bank’s liquidity, interest‑rate risk and balance‑sheet structure align with strategy, risk appetite and regulatory requirements. The role supports the Head of Treasury in optimizing funding costs, liquidity position and sustainable profitability.

Key responsibilities

• Manage the structural balance‑sheet position, monitor asset‑liability mismatches across currencies and maturities, and identify optimisation opportunities.
• Oversee daily and forward liquidity, maintain sufficient buffers under normal and stressed conditions, and manage liquidity gaps and excess liquidity.
• Monitor interest‑rate risk in the banking book, analyse repricing gaps, duration and sensitivity, and recommend hedging or balance‑sheet actions.
• Develop and execute funding strategies, optimise mix, tenor and cost of funding, and invest surplus liquidity while preserving required buffers.
• Prepare ALM analysis, support ALCO material preparation, and track action points.
• Ensure compliance with internal limits and regulatory liquidity and risk requirements.

Required profile

• Minimum 5 years (60 months) of experience in Treasury, Asset & Liability Management or related banking functions.
• Proven ability to lead a team and influence senior stakeholders.
• Strong analytical mindset with a focus on risk‑adjusted profitability.

Required skills

• Forecasting
• Liquidity and funding management
• ALCO framework and governance
• Banking systems
• Financial modelling
• Treasury ALM
• Liquidity risk
• Banking products and balance‑sheet dynamics
• Regulatory liquidity and risk requirements
• Balance‑sheet management
• Asset Liability Management
• Treasury ALM systems
• Scenario analysis
• Treasury products and financial markets
• Interest‑rate risk and repricing risk
• Financial markets
• Reporting tools
• Excel