Director, Asset & Liability

Mashreq
Egypt
Workplace: OnsiteFull timeFunction: Executive & General ManagementEducation: bachelorsSkills: ["Leadership","Analytical","Quantitative analysis","Stakeholder management","Decision-making under pressure"]

Lead and manage the bank’s Treasury Asset & Liability Management (ALM) function to ensure effective liquidity management, interest rate risk control, and structural balance sheet positioning. Monitor asset/liability mismatches, liquidity gaps, funding needs, and liquidity ratios under normal and stressed conditions. Drive stress testing and scenario analysis, maintain ALM governance within limits and risk appetite, and support ALCO materials and senior decision-making across Treasury, Finance, Risk, and business units.

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FursaFursa
Mashreq
Mashreq
1 day ago

Director, Asset & Liability

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Source: Company careers pageValidated by: Fursa AI
Last checked: 2 hours agoStatus: Live
Reposted: similar role first listed 4 months ago

Job Summary

Lead and manage the bank’s Treasury Asset & Liability Management (ALM) function to ensure effective liquidity management, interest rate risk control, and structural balance sheet positioning. Monitor asset/liability mismatches, liquidity gaps, funding needs, and liquidity ratios under normal and stressed conditions. Drive stress testing and scenario analysis, maintain ALM governance within limits and risk appetite, and support ALCO materials and senior decision-making across Treasury, Finance, Risk, and business units.
Location: Egypt
Workplace: Onsite
Employment Type: Full time
Job Function: Executive & General Management
Seniority: Director level

Key Responsibilities

  • •Lead and manage the Treasury ALM function to align the bank’s structural balance sheet position with strategy, risk appetite, regulatory requirements, and internal policies.
  • •Monitor and manage asset/liability mismatches across currencies and maturities, including daily and forward liquidity positions and liquidity gaps/funding requirements.
  • •Monitor and manage banking book interest rate risk by analyzing repricing gaps, duration, and sensitivity; recommend hedging or balance sheet actions.
  • •Develop and execute funding and investment strategies, optimizing funding mix/tenor/cost and managing surplus liquidity within required buffers.
  • •Prepare ALM analysis and support ALCO materials while ensuring ALM activities remain within approved limits, policies, and regulatory requirements, including stress testing and scenario analysis.

Key Requirements

  • •University degree in Finance, Economics, Accounting, Business Administration, Mathematics or related field.
  • •Strong experience in Treasury, ALM, liquidity risk, balance sheet management or financial markets within a banking environment.
  • •Strong understanding of asset & liability management, liquidity and funding management, and interest rate/repricing risk.
  • •Strong analytical and quantitative skills, including financial modeling, forecasting, and scenario analysis.
  • •Excellent communication, stakeholder management, and people-management/leadership capabilities; proficiency in Excel and Treasury/ALM systems; CFA or equivalent is an added advantage.
Experience:BankingTreasuryALMLiquidity riskFinancial markets
Education:Bachelor's in Finance, Economics, Accounting, Business Administration, Mathematics or related
Skills:LeadershipAnalyticalQuantitative analysisStakeholder managementDecision-making under pressure
Certifications:CFA
Tech Stack:ExcelTreasury/ALM systems

Company Brief

Mashreq
Mashreq Bank is a UAE-headquartered full-service bank offering retail, corporate, Islamic and digital banking, treasury, and capital markets services across the Middle East and internationally.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: Dubai, United Arab Emirates
Founded: 1967
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