Senior ALM Analyst
Il y a 2 heures
Brussels, Brussels, Belgique
Walter Welton
Temps plein
Gratuit avec email ou Google
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Gratuit avec email ou Google
For one of our major clients active in Automotive Finance Market, we are looking for an ALM Analysis and Management of the Unit’s liquidity and interest rate risks and production of forecasts for main IRR and LR metrics such as MVE sensitivity, NIM, Intragroup limit, MLR and LCR.
Your responsibilities
Some of the tasks you’ll be responsible for:
Ideally, you:
Your responsibilities
- Responsible for the production of all ALM metrics and reports used for management purposes (interest rate risk and liquidity reports) in the Belgium and Netherlands Units.
- Ensuring accurateness of cash-flow projections and forecasting for main IRR and LR metrics such as MVE sensitivity, NIM, MLR, LCR, etc. for both Units.
- Production and coordination of the ALCO working paper; explaining the main relevant topics related to ALM and Treasury.
- Provide support for activities of Funding Plan, Budget, P22, Quarterly forecast and other financial management projects.
- Monitor the correct execution of ALCO decisions.
- Hedging reports oversight.
- Performance derivatives analysis and IRS requests for reducing MVE sensitivity and Budget.
- Manage the securitization
- Reliability of the reported figures and the accuracy of the monthly forecasts.
- Respect of deadlines.
- Keeping a positive liquidity GAP.
- High volume of repetitive reports for HQs.
- Leadership with the different shareholders (SCF, BPF).
- Explanation and presentation of results.
Some of the tasks you’ll be responsible for:
- Lead the local implementation of corporate ALM methodologies,
- Responsible of the production of ALM reports such as Liquidity GAP, IRT, Liquidity Position, Intercompany,
- Prepare and lead the ALCOs and monitor the correct execution of ALCO decisions.
- ALM limits management (LCR, MLR, MVE, NIM, Asset Encumbrance, NSFRs)
Ideally, you:
- Have a Master Degree in Economics, Engineering, Maths and desirable MBA or MSC Finance.
- Have a good knowledge of Financial Management, Liquidity and Interest Risk Management, ALM and Accounting. Proficient in MS Office and SAP-FI.
- Have minimun 5 years of working experience in the banking industry, consulting or auditing firms, having developed functions with financial content.
- Are proficient in English, French, Dutch (Spanish will be appreciated).