Business Overview:
ALM Treasury is a Transversal Activity within BNP Paribas Group. ALM Treasury has three operational responsibilities and two prudential mandates. The three operational responsibilities are the management of the Group's liquidity position, the management of the interest rate risk in the banking book (IRRBB) and the management of the foreign exchange risks. The prudential mandates refer to the liquidity risks linked to the Group’s profile and geographical presence, for which ALM Treasury exercises a responsibility similar to a Group function. ALM Treasury’s mandates consist in assessing the liquidity risks of the Group and protecting the Group’s signature.
ALM Treasury APAC overviews 12 Territories (Hong-Kong, Japan, Australia, Singapore, Taiwan, South Korea, China, Thailand, Vietnam, Malaysia, Indonesia, India)
Candidate Success Factors:
- Results and Impact
- Able to influence peers and team
- Demonstrates good judgement when making decisions
- Exercise appropriate autonomy in the execution and delivery of work
- Responsible for driving outcomes
- Leadership and Collaboration:
- Able to build relationships with a mix of colleagues and various bank’s departments
- Acts in leadership capacity for projects, processes, or programs
- Compliance Culture and Conduct:
- Takes full responsibility for personal actions and demonstrates courage in facing problems and conflicts
- Perceived as a person of high moral character; upholds corporate values and displays high ethical standards
Responsibilities:
- Design, propose and maintain tactical solutions for the production of various ALM Treasury risk metrics for all APAC entities - as per Group guidelines and local regulation/policies
- Fully document all the processes and tools used by the team
- Further analyze the various metrics and share the conclusions with local ALMT and local ALCO.
- In collaboration with various stakeholders (RISK, Finance, …), contribute to various projects and impact studies on local regulatory reporting
- In collaboration with Local ALMT in each APAC entity, contribute to answer requests from local supervisors pertaining to ALM Treasury risks
- Ensure compliance with both ALM Treasury policies, guidelines and standards and local regulatory requirements
- Support ALM Treasury Head Office in its initiatives related to liquidity and IRRBB/FXRBB regulations or supervision
Qualifications:
- 3 to 5 years’ experience in financial services
Previous experience within ALM Treasury would be a plus
- Fluent in English
- Ability to work with large and complex set of data from various data sources, with a strong interest on data analysis improvement and automationKnowledge of any platform such as PowerBi, Alteryx, Python and pandas, SQL etc. would be a plus
- A creative mind to propose and design effective and efficient solutions
- Excellent verbal and written communication skills
- Ability to work well with others in an evolving environment
