Head of Asset & Liability Management (M/F) LMIM502447 recruitment

 Job description 

As Head of Asset Liability Management, you will report to the Chief Financial Officer and will be responsible for optimising the management of the balance sheets of the institution. Within a set of limits, you will deal with liquidity and interest rate aspects to identify and analyse potential exposures resulting from operations initiated by the various Front Office for Funding, Lending, and Investments. Your responsibilities will include:
Developing ALM policies in line with the institution's asset/liabilities management strategy
Establishing and managing the resources and means to implement the strategy and policies defined at Board of Directors / Management Board level in order to ensure that the strategy and policies set are implemented in the most effective and efficient way.
Ensuring that staff within the team has the right competencies, objectives and motivation in order to fulfil their taks and and deliver results
Supervising and intervening in the execution of key area processes in operational ALM whenever necessary in order to deliver maximum effectiveness in terms of the institution's market risk and ensure a consistent application of policies
Provide specific advice and recommendations on all issues related to market risk in order to align the institution with best practices in own specific domain within Operational ALM
Represent the institution externally on Operational ALM issues and maintain and develop relationships with other stakeholders
Represent ALM with other domains in the Finance, Risk, Operations and Financial Control Departments in order to ensure appropriate internal co-operation and control is maintained
Manage or deliver projects that can go beyond the strict boundaries of the ALM department 
 

Who we are looking for 

University Degree in Economics, Finance or Mathematics with focus on quantitative methods applicable to financial modelling, derivatives or portfolio management
7+ years of professional experience in relevant sectors of financial services industry, preferably in a front office or risk management function, plus one year in a managerial position in Finance.
Good in-depth knowledge of financial models and derivatives valuation techniques and issues.
Track record in hedging and Market Risk Management.
Proven track record in the development of strategy and management.
Ability to intervene in IT/process related issues.
Fluency in English, any other additional language would be an asset.
 

 Michael Page Contact
 
Your application will be sent to Meredith Minnaert.
To apply, click on : http://www.michaelpage.lu/offre-emploi/502447-head-of-asset-liability-management.html 

Reference LMIM502447