GMAT Officer - ALM Treasury

Position Purpose
Global Markets ALMT(GMAT) team is responsible for Global Markets assets and liabilities liquidity steering, setting internal rules, defining fund transfer pricing, operationally managing Global Markets liquidity and monitoring liquidity indicators in order to minimize liquidity risks and costs by giving the right incentives to the business across regions. GMAT operates within the Group ALCO designed framework.

Responsibilities
Daily priorities and tasks are defined by the Deputy head of GMAT APAC.

Primary responsibility

• Operational Funding of Global Markets entities and portfolios
• Daily management of APAC GM cash position in cooperation with other GMAT treasury teams, for both FICC and GE.
• Cover specifically the APAC currencies globally for GM and participate to the follow-the-sun funding model inside GMAT.
• Manage GMAT APAC books in the prevailing RISK and PNL framework, provide P&L predict and sign-off as well as NFB daily predict and explain.
• Optimization of cash management
• Develop tools when required and coordinate the implementation of the common GM Treasury platform, voicing local specific requirements, and ensuring integration with APAC specificities.
• Ensuring effective communication with GM GBLs and ALM Treasury operational desks
• Monitor and manage Intraday Liquidity needs generated by GM activities
• Provide quotes on ad hoc short term funding requests.
• Represent GMAT Treasury in APACTAC/NAC whenever needed.

Secondary responsibilities

Global Markets Liquidity risk analysis:

o Analyze, monitor and invoice Liquidity within Global Markets, in liaison with the various GBLs and regions/entities

o Define GM funding framework by the Group, in cooperation with Group ALM Treasury, Risk and Finance

o Understand the specificities of the onshore/offshore setup and their impact on daily management, liquidity pricing and derivatives valuation (in relation with xVA)

o Help to contribute to GM TACs/NACs

o contributing to the APAC Global Markets Liquidity Committee

Global Markets contribution to the Group Liquidity economic and regulatory indicators:

o Consolidate and explain GM contribution to the Group LCR, NSFR, Liquidity Gap, Stress Test,...

o Participate to Group indicators implementation, from methodological definition to the coordination of IT systems evolutions required to produce them

o Improve if needed the liquidity monitoring setup of the local entities with ALM and Finance

. Monitor the Interest Rate Risk in Global Markets Banking Books:

o Contribute to the Group IRRBB indicators

o Implement the procedures and tools required to monitor IRRBB within GM

Soft Skills

. Team player with strong interpersonal skills and hard-working capacity

. Self-motivated with a strong desire to learn but also to lead projects

. Strong attention to detail, level of accuracy and ability to multi-task

. Excellent analytical, oral and written communication and presentation skills

. meet time sensitive deadlines

Competencies

. Previous experience of cash management in a Global Market environment highly desirable

. Previous trading experience of FX swap and IR swap necessary

. Ability to design automated solutions, upgrade processes to improve operational efficiency. Knowledge of Python would be a plus

. Capacity to explain and follow P&L and Risk positions

. Capacity to assess Risks

Technical requirement

. Good command of IT systems

. Good understanding of internal liquidity parameters and key regulatory and requirements