Envision Employment Solutions

ALM Manager

TreasuryConfirmed live in the last 24 hours

Full-timeEl Sheikh Zayed City, Giza Governorate, EgyptNo salary listedIn-person

About the Job

Requirements

A bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline is required.
At least five years of relevant experience in ALM, Treasury, or Market Risk within a bank or financial institution is required.
Hands-on experience building and running IRRBB models, including EVE, NII, and repricing gap, is required.
Strong knowledge of liquidity risk metrics, including LCR, NSFR, maturity ladder, and survival horizon, is required.
Proficiency in Excel and financial modelling, including the ability to build robust, audit-ready analytical tools, is required.
Familiarity with the CBE prudential regulatory framework for liquidity and market risk is required.
Clear written and verbal communication skills in English are required.

Responsibilities

Maintain the daily treasury cash position and produce short-term (T+1, T+7) and structural (T+14+) liquidity forecasts.
Build and run IRRBB models, including EVE and NII sensitivity under the six BCBS shock scenarios and static and dynamic repricing gap.
Monitor LCR, NSFR, maturity gap, survival horizon, and intraday liquidity for management reporting.
Perform first-line monitoring of approved risk limits and escalate breaches to the Treasury Director.
Help prepare the ALCO management information pack and treasury information for the Board Risk Committee, ICAAP, and ILAAP.
Publish ALCO-approved FTP rates and support FTP methodology analytics.
Own models and submit them for independent Risk validation.
Validate market data, including FX rates, yield curves, and benchmark rates, and monitor the FX net open position.
Communicate analytics, limit utilisations, and key developments to relevant stakeholders across the Bank.

Desired Qualifications

CFA, FRM, or ACI Diploma.
A master's degree in Finance or a related quantitative discipline.
Experience with a Treasury Management System or ALM platform such as Teciem, FIS, or equivalent.
Familiarity with BCBS IRRBB standards (2016) and the six standard shock scenarios.
Experience contributing to ICAAP or ILAAP submissions.

ALM Manager

Envision Employment Solutions · El Sheikh Zayed City, Egypt · Full-time · Posted 2026-10-25

Workplace: on_site

Department: Finance

Description

Envision Employment Solutions is currently looking for an ALM Manager for one of our partners, a leading Digital Bank!

THE ROLE

A bank lives or dies on whether it has the cash when it needs it and whether its balance sheet can take a rate move. As ALM Manager in Treasury, you’re the one who knows both answers every day. You maintain the cash position, forecast liquidity, run the interest rate risk models, and watch every limit, so that when the Treasury Director, ALCO, or the Board asks where the bank stands, the answer is accurate, current, and defensible.

WHAT YOU’LL DO

Maintain the daily treasury cash position and produce short term (T+1, T+7) and structural (T+14+) liquidity forecasts
Build and run IRRBB models, including EVE and NII sensitivity under the six BCBS shock scenarios and repricing gap (static and dynamic)
Monitor LCR, NSFR, maturity gap, survival horizon, and intraday liquidity for management reporting purposes
Perform first line monitoring of all approved risk limits and escalate breaches to the Treasury Director
Help prepare the ALCO MI pack and all treasury information for the Board Risk Committee, ICAAP, and ILAAP
Publish ALCO approved FTP rates and support the FTP methodology analytics
Own and submit models for independent Risk validation
Validate market data (FX rates, yield curves, benchmark rates) and monitor the FX net open position
Communicate analytics, limit utilisations, and key developments to relevant stakeholders across the Bank to ensure alignment

WHAT WE’RE LOOKING FOR

Bachelor’s degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline
Minimum 5 years of relevant experience in ALM, Treasury, or Market Risk within a bank or financial institution
Hands-on experience building and running IRRBB models (EVE, NII, repricing gap)
Strong knowledge of liquidity risk metrics: LCR, NSFR, maturity ladder, survival horizon
Proficiency in Excel and financial modelling, with the ability to build robust, audit ready analytical tools
Familiarity with the CBE prudential regulatory framework for liquidity and market risk
Clear written and verbal communication skills in English

Preferred

CFA, FRM, or ACI Diploma
Master’s in Finance or a related quantitative discipline
Experience with a Treasury Management System or ALM platform (Teciem, FIS, or equivalent)
Familiarity with BCBS IRRBB standards (2016) and the six standard shock scenarios
Experience contributing to ICAAP or ILAAP submissions

YOU’LL THRIVE HERE IF YOU

You’d rather build a model that survives an audit than one that only works on your laptop
You know the bank’s liquidity position before anyone asks
You escalate a limit breach early, with the numbers, not late, with an apology
You can explain an EVE or NII result to a Board member as clearly as to a modeller
You want to build the ALM function a bank’s balance sheet depends on

WHY THIS ROLE

Liquidity and rate risk don’t forgive surprises. You make sure the bank sees them coming, and that every number it reports can be defended.

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About the Company

Envision Employment Solutions

Company size: Not listed
Company stage: Not listed
Total funding: Not listed
Headquarters: Not listed
Founded: Not listed

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