Head ALM and tresaury

Brussels Permanent

Added 27/08/2021

  • Senior role
  • Fintech and fast moving environment

About Our Client

Fintech operating in Belgium for more than a decade, dedicated to saving, investments and credit

Job Description

the responsibilities are split into three pillars:Asset & Liability Management - management of IRRBB-IRRBB identification, measurement and management of on- and off-balance sheet interest rate risk exposures
- Scenario based IRRBB measurement through, for example, economic value, maturity gap, duration gap, earning at risk, net interest income and value at risk
- Establish behavioural assumption mechanism and conduct behavioural model validations, e.g. non-maturing liability assumptions and effective maturity of the assets and equities
- Identify hedging strategies to mitigate interest rate risk by identifying appropriate debt and derivative instruments and strategies considering corporate risk tolerances, hedging costs and benefits, and liquidity constraints
- Initiate and support the development of required IRRBB modelling tools
- Build up ALM team over timeWholesale funding solutions- Structuring the Bank's inaugural RMBS securitisation transaction, working with third
party advisors, banks, external counsel, rating agencies, …
- Organise the operational follow-up of the securitisation transaction (settlement, reporting, and assure necessary internal controls being in place
-Feasibility studies for the various forms of potential wholesale funding, such as warehousing, securitisation, and covered bondsTreasury

- Market risk position, in particular FX hedging activity
- Funding: Oversight of the bank's diversity and stability of funding sources and maturity profiles
- Liquidity management: Maintenance of an adequate liquidity asset buffer, liquidity scenari, intra-day liquidity monitoring
- Product pricing, in particular retail deposits and retail mortgage loans
- Medium term: Fund Transfer Pricing Set-Up
- Dealing and trading activities in capital markets
- Establish Treasury systems infrastructure in Brussels location (Finacle Core accounts ledger,
Bloomberg, etc.)

The Successful Applicant

The candidate should demonstrate:- Master's degree in economics, sciences or engineering plus 10+ years of progressively responsible and relevant experience in asset and liability management
-Excellent analytical skills
- Strong communications skills in English and French or Dutch (written, spoken)
- Proven experience of competently dealing with senior management and regulators
- Be driven, independent, enthusiastic and hands-on
- Demonstrate personal integrity, honesty, reliability, respect and commitment

What's on Offer

Our client offers a competitive salary with a wide range of benefits

Contact
Lorraine le Pomellec
Quote job ref
JN-082021-3562788

Job summary

Sub Sector
Location
Contract Type
Consultant name
Lorraine le Pomellec
Job Reference
JN-082021-3562788

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