Almt Risk Manager

**POSITION PURPOSE**:
RISK ALMT stream contributes to the definition of the risk framework surrounding ALM-T activities and Group‘s liquidity management. RISK ALMT also independently assess and monitor the Bank’s balance sheet liquidity risk management and the structural interest rate and FX risk framework.

**Key Responsibilities**

Contribute to the definition of the risk framework surrounding ALM-T APAC activities (risk policies, procedures, model implementation, limits/guidelines, liquidity objectives, prospective scenarios and overall governance), in order to efficiently manage the risks.

Represent RISK in ALCOs in the region.

Represent RISK in other committees, such as TAC/NAC for the approval of new deals and exceptional transactions related to ALM-T activities.

Market, IRRBB, FXBB and liquidity risk limits quantification and monitoring by investigating, explaining and reporting all excesses over the limits.

Full limits review will be performed on an annual basis.

Prepare the monthly APAC Risk Dashboard with the help of the local sites, and present it to the APAC CIB ALM-T Risk Committee.

Coordinate the compliance of ALM-T APAC activities with Banking Laws.

Be responsible for the timely, high quality delivery of ALM-T APAC transversal projects.

Review regulatory metrics for ALM-T APAC and interact with local supervisors as required.

Check the accuracy of the risk systems to represent ALM-T local risks.

Represent RISK ALMT APAC in relevant Global risk committees.

Assist the central Models team in reviewing new models and methodologies used by APAC ALM-T and perform regular checks that existing local model assumptions and parameters are still relevant.

Contribute to the intraday liquidity risk management framework and methodology currently being worked on by PLM team in ALM-T APAC.

**Competencies (Technical / Behavioral)**

Strong analysis skills

Liquidity and funding risk

Market and counterparty risk

Communication ‐ written and verbal

Project management skills

Work in international environment

**Specific Qualifications Required**

Minimum Masters degree with engineering/finance academic background

8 to 12 years’ experience

**About BNP PARIBAS**

As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance.

We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo.
- BNP Paribas PRIDE is highly active in favour of the LGBTQIA+ community
- BNP Paribas MixCity which fosters better representation of women at all levels of the organization
- Ability, the mutual aid network for employees with a disability or a disabling or chronic illness
- BNP Paribas CulturAll which celebrates diverse backgrounds

BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions.
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BNPP has won Top employer Europe award in a 10th consecutive year