Head of ALMMichael Page

Our client is a private bank.

• Design the Bank's ALM strategy based on its business strategy, risk appetite and projected scenarios regarding capital, liquidity and interest rates;
• Maximize treasury income through innovative investment strategies;
• Upgrade forecasting tools for regulatory ratios;
• Continuously update capital, liquidity and interest-rate scenarios;
• Monitor regulatory developments and industry best practices and recommend to the ALCo adjustments to the ALM strategy on this basis;
• Manage the liquidity ratios within the risk framework and regulatory requirements;
• Supervise the day-to-day treasury operations (cash and derivatives), in collaboration with the Trading Department;
• Continuously optimize the banking book from a return on risk weighted assets perspective;

• Bachelor's degree in Finance, Economics or Management (or equivalent qualification);
• At least 10 years of experience in asset liability management within the banking industry;
• Fluent in French and English;
• Excellent knowledge of the Swiss regulatory framework related to ALM;
• Strategic thinking;
• Excellent knowledge of Excel and PowerPoint.