Position Purpose
ALM Treasury (ALMT) has a unique position within the BNP Paribas, it is a Transversal Activity present throughout the Group in more than 50 countries, with around 700 employees fulfilling 3 operational missions:
- managing the Group's liquidity position, both in business-as-usual conditions and in crisis situations
- managing the interest rate risks in the banking book
- managing operational and structural foreign exchange risks
ALMT to operates in the financial markets and partners with all of the Group's entities.
Responsibilities
Reporting to the Head of ALMT Thailand, the ALMT Front officer will:
Assist with the management of the liquidity and funding operations of ALMT, for both ALMT own activities and the funding of business lines
Assist with the management of FX positions arising from day-to-day activities, and monthly FX hedging of business PNL (sell down)
Assist with the publication of internal pricing grids and various operational duties
Assist in the execution of interest rate risk hedging operations, propose and implement market optimization strategies
Conduct analysis of financial markets & their evolution, particularly those related to risks managed by ALM Treasury (interest rates, FX, sovereign bond markets)
Perform PNL analysis/attribution, analysis of the balance sheet and its evolution
Contribute to processes related to regular management reporting for presentation to ALCO and regional management
Assist across the various areas of operational risk and control for ALMT activities
Contribute to ALMT and wider Group projects
Ensure compliance with trader mandate, ALM Treasury policies, risk/credit limits and banking laws
Technical & Behavioral Competencies
Highly numerate, with strong analytical and problem solving skills
Results-oriented and able to be work independently
Meticulous with a keen eye for detail
Excellent verbal and written communication skills
Team player, proactive and enthusiastic self-starter, strong interpersonal skills
Demonstrate commercial and risk awareness
Specific Qualifications (if required)
Bachelor's degree in Business, Finance, Economics, Mathematics or other related disciplines
Strong mathematical, analytical & quantitative skills are critical
Highly proficient with MS Office tools, including Excel. Power BI knowledge would be advantageous
Knowledge of Python programming skills or other programming languages
Previous internship or work experience in an ALM/Treasury or similar environment beneficial
