Summary
Arab Monetary Fund is seeking a Specialist, Treasury ALM to monitor and analyze its asset-liability structure. The role supports liquidity monitoring, interest rate risk assessment, cash flow projections, stress testing, and ALM reporting. Candidates should have 5–6 years of experience in ALM, treasury, liquidity risk, or financial analysis, and a bachelor’s degree in Finance, Economics, Accounting, or a related field. CFA, FRM, CTP, or ALM and treasury risk training is preferred. The position is based in Abu Dhabi.
The posting
As published on amf.org.ae. Pulled from the employer's site and shown as they wrote it.
JOB PURPOSE
The Specialist, Treasury ALM supports the monitoring, analysis, and reporting of AMF’s asset–liability structure. The role contributes to liquidity monitoring, interest rate risk assessment, cash flow analysis, and ALM reporting to ensure compliance with policies and alignment with the Fund’s financial strategy. It plays a key role in strengthening balance-sheet analytics and supporting optimization of AMF’s ALM position.
ROLES AND RESPONSIBLITIES
Key Accountabilities
- Monitor liquidity positions, funding requirements, and maturity gaps.
- Assist in analyzing interest rate exposures, repricing profiles, and structural balance-sheet risks.
- Support preparation of liquidity gap analyses, ALM indicators, and stability metrics.
- Assist in preparing short-term and medium-term cash flow projections.
- Support daily/periodic monitoring of liquidity buffers and cash availability.
- Coordinate with Treasury Operations to ensure accurate liquidity data.
- Support stress testing, scenario modelling, and simulations for rate shocks, liquidity stress, and market movements.
- Track exposures against policy limits and escalate any deviations.
- Assist in maintaining and updating ALM models and underlying assumptions.
- Monitor market developments affecting liquidity, interest rates, and investment performance.
- Support evaluation of investment exposures from an ALM perspective.
- Assist in generating market summaries and analytical insights for decision-making.
- Prepare ALM dashboards, liquidity reports, and internal analysis summaries.
- Ensure accuracy and consistency of ALM-related data in systems and reports.
- Maintain structured documentation of methodologies, data sources, and calculations.
- Collaborate with Finance, Treasury Operations, Investments, and Risk Management units.
- Liaise with data providers, custodians, and system vendors when needed.
- Support responses to internal/external audit and compliance requirements.
- Suggest improvements to ALM reporting processes, models, and analytical tools.
- Support digitalization and automation efforts within the ALM function.
- Stay updated on best practices in ALM, liquidity risk management, and treasury operations.
JOB QUALIFICATIONS AND REQUIREMENTS
Knowledge and Experience
- Minimum 5-6 years of experience in ALM, treasury, liquidity risk, or financial analysis.
- Understanding of interest rate modelling, liquidity metrics, and balance-sheet analytics.
- Experience with financial modelling, treasury systems, and data platforms is an advantage.
Education
- Bachelor’s degree in Finance, Economics, Accounting, or a related field.
Certifications
- Certifications such as CFA (Level I/II), FRM, CTP, or ALM/tresury risk training are preferred.
Competencies
Financial Industry and Market Knowledge (Intermediate)
Governance (Intermediate)
Regulatory Compliance (Intermediate)
Investment Analysis (Intermediate)
Knowledge of AMF Financial Systems (Intermediate)
Portfolio Management (Intermediate)
Risk Management (Intermediate)
Treasury (Intermediate)
Effective Communication (Proficient)
Professionalism (Proficient)
Results Orientation (Proficient)