Asset Liability and Capital Management - AVP

Lead asset liability, liquidity, and capital management by preparing ALCO reports, monitoring liquidity, conducting stress tests, and supporting ICAAP and contingency funding planning. Manage funds transfer pricing, ensure BSP regulatory compliance, develop financial models and analytics using Excel and SQL, and present risk and capital insights to senior management while collaborating with Treasury, Risk, and Finance teams.

ASSET LIABILITY AND CAPITAL MANAGEMENT - AVP

Keywords: collaborative, dependable, supportive leadership, inclusive, flexible working opportunities, training opportunities, knowledgeable, generous pensions contributions

A top-tier financial institution is excited to welcome an enthusiastic Asset Liability and Capital Management Manager to their vibrant team! This role is your gateway to a dynamic hybrid work environment, blending the best of office camaraderie and remote flexibility. You’ll be at the heart of the organisation’s finance and risk management operations, playing a pivotal part in safeguarding liquidity, managing interest rate risks, and championing capital planning initiatives. If you thrive in a collaborative setting where your expertise is celebrated and your growth is actively supported, this opportunity is tailor-made for you. Enjoy flexible working arrangements, continuous training, and access to a network of knowledgeable colleagues who are eager to share their insights. Step into a role that combines technical challenge with supportive leadership and an inclusive culture—this is your chance to shine!

* Experience flexible working opportunities with a hybrid setup empowering you to balance professional ambitions with personal passions.
* Join a knowledgeable team dedicated to nurturing your skills in asset liability management, treasury, and risk through ongoing training and development programmes.
* Benefit from supportive leadership that champions inclusivity, collaboration, and generous pension contributions—ensuring your long-term career growth and well-being.

What you'll do:

As an Asset Liability and Capital Management Manager, you will immerse yourself in overseeing vital aspects of the bank’s financial health. Your daily routine will be filled with preparing detailed ALCO reports that highlight key risks associated with interest rates and balance sheets. You’ll monitor liquidity positions closely, update stress tests frequently, and refine contingency plans so the organisation stays ahead of market volatility. By designing ICAAP stress testing scenarios, you’ll have a direct impact on capital planning strategies. Managing funds transfer pricing curves calls for both technical skill and collaborative engagement across departments. Compliance with BSP regulations is essential; your vigilance ensures all requirements are met seamlessly. Advanced analytical tools such as Excel and SQL empower you to deliver precise financial models and insightful reports. Presenting these findings effectively to senior management is crucial for driving strategic decisions. Success in this role means combining technical expertise with interpersonal skills—working together with colleagues across functions while maintaining meticulous attention to detail.

* Prepare comprehensive ALCO reports that detail interest rate and balance sheet risks, providing senior management with clear insights for strategic decisions.
* Monitor the bank’s liquidity position regularly to ensure compliance with regulatory requirements and internal policies, keeping the organisation resilient.
* Update liquidity stress tests as well as the Contingency Funding Plan so the bank remains ready for unexpected market events.
* Design and execute stress testing scenarios for ICAAP, contributing directly to robust capital planning processes that shape the future of the business.
* Manage funds transfer pricing curves and oversee pricing methodology to optimise profitability across all business units.
* Ensure strict adherence to BSP liquidity and capital requirements by maintaining up-to-date knowledge of relevant regulations and industry standards.
* Collaborate closely with cross-functional teams including Treasury, Risk Management, and Finance to support ALCO reporting and strategic planning initiatives.
* Utilise advanced Excel skills for financial modelling, reporting, and data analysis—turning complex information into actionable insights.
* Leverage SQL or programming knowledge to enhance analytical capabilities within asset liability management processes for greater accuracy.
* Present findings from ALCO reports and stress tests clearly to senior stakeholders, facilitating informed decision-making throughout the organisation.

What you bring:

To excel as an Asset Liability and Capital Management Manager, you bring together academic achievement with practical experience gained from roles in banking finance or risk management. Your educational background equips you with theoretical knowledge needed for navigating intricate financial landscapes. Years spent working within asset liability management or treasury functions have honed your ability to identify risks early and respond proactively. Technical proficiency in ALM models allows you to interpret balance sheet dynamics accurately while advanced Excel skills enable you to build sophisticated financial models that drive decision-making. Familiarity with SQL or other programming languages gives you an edge when analysing large volumes of data efficiently. Regulatory awareness—particularly regarding BSP Basel III standards—ensures your work aligns seamlessly with industry expectations. Certifications such as FRM or CFA further underscore your dedication to professional growth. Your experience conducting IRRBB analyses means you can assess interest rate exposures comprehensively; meanwhile, your skill at preparing ALCO reports ensures clarity when communicating findings. Understanding FTP methodologies helps optimise internal resource allocation while your collaborative approach fosters positive relationships across departments.

* Bachelor’s degree in Finance, Economics, Mathematics, Statistics or related field gives you a strong foundation for understanding complex financial concepts.
* 3–7 years of experience in asset liability management (ALM), treasury or risk management within a banking environment demonstrates your proven capability.
* In-depth knowledge of ALM models and systems enables you to monitor balance sheet risks effectively.
* Advanced Excel skills allow you to create accurate financial models, reports, and data analyses essential for this role.
* SQL or programming proficiency enhances your analytical depth when interpreting large datasets; familiarity with VBA or Python is advantageous.
* Understanding of BSP Basel III regulations—including ICAAP and ILAAP—ensures compliance with local regulatory standards.
* FRM or CFA certification is considered an advantage as it reflects your commitment to professional excellence.
* Experience in interest rate risk (IRRBB) analysis including gap analysis and duration analysis supports robust risk assessment.
* Ability to prepare clear ALCO reports for senior management aids transparent communication of complex information.
* Familiarity with funds transfer pricing methodology and curve management optimises internal pricing strategies.

What sets this company apart:

This organisation shines as one of the most respected financial institutions in the Philippines—celebrated for its commitment to creating an inclusive workplace where every employee feels genuinely valued! The company prioritises flexible working arrangements through its hybrid setup giving staff members greater control over their schedules so they can achieve optimal work-life balance. Employees enjoy ongoing training opportunities designed to boost both technical abilities and interpersonal skills; this focus on continuous learning ensures everyone has access to resources needed for personal development. Supportive leadership encourages open communication across all levels while promoting collaboration among teams. Generous pension contributions reflect the company’s dedication not only to immediate success but also long-term security for its workforce. The culture here thrives on trust, respect, shared goals—and genuine teamwork—making it an ideal environment for professionals who value connection as much as achievement. With knowledgeable colleagues always willing to share insights, you’ll find yourself surrounded by people who truly care about each other’s progress!

What's next:

If you're ready to energise your banking finance or risk management career within a collaborative environment that celebrates your expertise—don’t miss out!

Apply today by clicking on the link provided.

Due to the high volume of applications we are experiencing, our team will only be in touch with you if your application is shortlisted.