ALCM Specialist – Balance Sheet Management

About the role

The ALCM Specialist will support the bank's balance sheet management by overseeing capital, liquidity and interest‑rate risk. The role combines analytical work with regulatory reporting to ensure the institution meets its risk‑adjusted objectives.

Key responsibilities

• Conduct the Internal Capital Adequacy Assessment Process (ICAAP).
• Conduct the Internal Liquidity Adequacy Assessment Process (ILAAP).
• Assess Interest Rate Risk in the Banking Book (IRRBB).
• Manage intraday liquidity and the bank’s liquidity book.
• Compile Funds Transfer Pricing (FTP) rates and provide methodological support for the FTP framework.
• Evaluate performance of bonds and derivatives portfolios.
• Compile, monitor and analyse balance‑sheet management metrics.
• Monitor market indicators and trends relevant to balance‑sheet risk.

Required profile

• University degree in finance, IT or a related discipline.
• Strong knowledge of AS‑Bank.
• At least one year of relevant experience in banking risk or balance‑sheet management.
• Familiarity with banking economics and local regulation (Regulation 2).
• Analytical thinking, attention to detail and ability to adapt quickly.
• Strong time‑management and teamwork skills.

Required skills

• SQL
• Python
• R
• AS‑Bank