Asset And Liability Manager

The Asset and Liability Manager will report directly to the Bank's President and Chief Executive Officer and will be the first dedicated hire within the Bank's Treasury/ALM function. The role carries full responsibility for establishing and leading ALM operations, including liquidity, funding, interest rate risk, and capital planning.

The position will focus on building a sound and profitable asset-liability strategy aligned with both regulatory requirements (BSP, Basel, and other prudential standards) and business objectives. As the Bank continues to expand, this role may evolve into the Treasury Head position, offering a unique opportunity to build the Treasury function from the ground up and play a critical role in the Bank's growth journey.

Key responsibilities

• Establish and manage the Bank's ALM framework, policies, and procedures in line with BSP, Basel, and other prudential regulations.

• Oversee IRRBB, LCR, NSFR, and capital planning, ensuring risks remain within appetite and regulatory requirements are met.

Establish and manage FTP methodologies, incorporating benchmark curves, liquidity spreads, and behavioral assumptions.

• Conduct gap/duration analysis, EaR, EVE, and stress testing to measure and manage interest rate and liquidity risks.

• Optimize the funding mix, asset allocation, and pricing to balance profitability, growth, and resilience.

• Deliver clear and timely ALCO reports and insights, translating technical results into actionable strategies for senior management and the Board.

• Build, lead, and scale the ALM/Treasury team from the ground up, establishing processes, tools, and capabilities.

• Build and maintain strong FI and counterparty relationships to secure diversified funding and investment opportunities.

• Collaborate with Finance, Risk, Treasury, and Business Units to embed ALM principles into daily decision-making.

Competencies

• Technical expertise in ALM risk management, including IRRBB, LCR, NSFR, FTP curve design, gap/duration analysis, EaR, EVE, and stress testing.

• Strategic ability to optimize balance sheet structures, provide pricing input, and align ALM with ICAAP requirements, capital adequacy standards, and long-term growth objectives.

• Practical, hands-on approach to building and maintaining ALM models and designing frameworks that are robust yet adaptable to the needs of a fast-growing banking institution

• Regulatory and market awareness of interbank funding markets, government securities, and hedging instruments, with experience navigating liquidity squeezes or rate shocks.

• Strong communication and presentation skills, able to simplify complex ALM concepts for senior management and the Board.

• Leadership capacity to build a new ALM/Treasury function from scratch, mentor staff, and foster a culture of disciplined risk management.

• Collaborative mindset, working seamlessly with Finance, Risk, Treasury, and

• Business Units to integrate ALM into daily operations.

• Independent, solutions-driven, and able to thrive in a fast-growing, resource-constrained environment.

Qualifications

• Bachelor's degree in Finance, Accounting, Economics, or a related field (Master's degree or certifications such as CFA, CPA, or FRM are an advantage).

• At least 7 years of relevant experience in ALM, Treasury, or balance sheet management within a Philippine bank.

• Strong understanding of BSP regulations, Basel standards, and other prudential requirements covering liquidity, funding, and interest rate risk.

• Experience in balance sheet structuring, funding diversification, yield enhancement, and profitability optimization.

• Proficiency in Excel, ALM systems, and financial modeling tools.

• Fluent in English and Filipino, with excellent verbal and written communication skills.

• Willing to work in a hybrid setup with an office in Bonifacio Global City (Taguig City) and to travel domestically as required.