Asset Liability Manager – ALM Treasury

Job Title: Asset Liability Manager – ALM Treasury

Date: September 2025

Department: Treasury

Location: BKC

Business Line / Function: Treasury

Reports to: Director - Head of ALMT India

Grade: NA

Number of Direct Reports:0

Directorship / Registration:

Is Associated Person (AP)*: CFTC AP Only

• For GM, GB, ALMT, FIC, WM, Legal and Risk

About BNP Paribas:

In Asia Pacific, BNP Paribas is one of the best-positioned international financial institutions with an uninterrupted presence since 1860. Currently with over 18,000 employees* and a presence in 13 markets, BNP Paribas provides corporates, institutional and private investors with product and service solutions tailored to their specific needs. It offers a wide range of financial services covering corporate & institutional banking, wealth management, asset management, insurance, as well as retail banking and consumer financing through strategic partnerships.

Worldwide, BNP Paribas has a presence in 68 markets with more than 193,000 employees. It has key positions in its three main activities: Domestic Markets and International Financial Services (whose retail-banking networks and financial services are covered by Retail Banking & Services) and Corporate & Institutional Banking, which serves two client franchises: corporate clients and institutional investors. Asia Pacific is a key strategic region for BNP Paribas and it continues to develop its franchise in the region.

• excluding partnerships

At BNP Paribas, we passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued, respected and can bring their authentic selves to work. We prohibit Discrimination and Harassment of any kind and our policies promote equal employment opportunity for all employees and applicants, irrespective of, but not limited to their gender, gender identity, sex, sexual orientation, ethnicity, race, colour, national origin, age, religion, social status, mental or physical disabilities, veteran status etc. As a global Bank, we truly believe that inclusion and diversity of our teams is key to our success in serving our clients and the communities we operate in.

• Be a part of the ALMT team responsible for managing the liquidity and the interest rate risk for the Bank's balance sheet.
• Direct contribution to BNPP operational permanent control framework.
• To contribute in achievement of ALMT India P&L targets while upholding prudential mandate.
• To contribute to minimizing the funding cost for the Bank.
• To contribute in managing the interest rate gaps for the Bank.
• To comply with regulatory norms of meeting CRR, SLR, LCR, NSFR etc. and meeting other internal regulatory guidelines
• To maintain relationships with external and internal counterparties.

Responsibilities

Direct Responsibilities

Liquidity Analysis and Operational Management

• Support the analysis of liquidity of BNPP India balance‐sheet and prepare funding planning for allocated currencies in coordination with Head of ALMT India. Provide information to local stakeholders regarding the main determinants of their liquidity positions in the allocated currencies.
• Manage Liquidity in the allocated currencies, short‐term and long term as per the regulatory and Group guidelines and perform the liquidity analysis as and when need arises. Ensure adequate funding of NOSTRO accounts in various currencies.
• Provide feedback on market and liquidity conditions in India to APAC regional head.

Liquidity Prudential Management

• Prudentially manage the liquidity position in allocated currencies within the delegated limits and in compliance with regulatory ratios (CRR, SLR, LCR, NSFR etc) where applicable
• Comply with local and global Regulations ﴾mandatory reserves requirements; local and consolidated liquidity ratios; local and group stress tests; cash transfers between the entity and the Parent company...﴿ as well as within the Bank's established procedures ﴾ desk policies including prudential policies, market, credit and liquidity risk policies﴿

Market Operations Management

• Monitor and manage the interest rate risks exposure and liquidity gaps of the bank's balance sheet in allocated currencies, and support business development/growth concerning funding needs
• Manage the allocated currencies portfolio through various cash and allowed derivatives products
• Monitor P&L ( including Liquidity P&L﴿ daily and escalate any unexplained elements to Head of ALM‐Treasury for sign off
• Hedge the allocated currencies liquidity position, internally or externally, as required by outcome of analysis.
• Manage the local liquidity buffer established by the Head of ALMT India
• Ensure optimization of interest rate positions and funding costs.
• Comply with operational risk control framework and Key Responsibilities of Capital Markets Front Officers
• To escalate to management and/or to Compliance any doubt regarding transactions linked to money laundering or to embargos and/or sanctions

Regulatory Compliance

• To comply with regulatory norms of maintaining liquidity ratios and structural liquidity buckets set by the RBI.
• To comply with the Risk limits set up internally.
• To comply with other applicable regulations like French Banking Laws and Volcker Rule

Transfer Pricing

• To provide transfer pricing rates to other business metiers and help in enhancing business of other business lines.

Relationship Management

To maintain good relations with the clients both internal (other departments) and external (other Banks)

Contributing Responsibilities

Market Operations Management

• Contribute in achievement of desk's P&L targets while upholding prudential mandate.
• Contribute to the Permanent Control Framework.
• Contribute to the reporting of all incidents according to the Incident Management System.
• Anticipate and manage crisis situation.
• Ensure good communication with various BNPP branches and network.

Group Liquidity Optimization

• Funding: contribute to collection of deposits by assisting the cash management RMs
• Liquidity Buffer: help the Head of ALM India to implement local liquidity buffer management, according to Group guidelines.
• Collaborate with other business lines in securing client business within ALM's principles and guidelines.

Group Reputation

• Continue to promote BNPP India as a reputed player in the market.
• Protect the Group's name and reputation in the market place, notably through an adequate pricing policy
• Contribute to enhancing ALM desk image within the Bank

Technical

Product knowledge, knowledge of the regulatory environment, analytical and quantitative abilities to spot the market opportunities, understanding of the macroeconomic parameters, market information and view.

Behavioral

Interpersonal skills, ability to work under pressure, communication skills, networking skills, team player.

Skills Referential

Behavioural Skills

Decision Making

Ability to deliver / Results driven

Critical thinking

Creativity & Innovation / Problem solving

Transversal Skills

Ability to understand, explain and support change

Ability to anticipate business / strategic evolution

Analytical Ability

Ability to set up relevant performance indicators

Ability to inspire others & generate people's commitment

Education Level: Master Degree or equivalent (>4 years)

Experience Level: At least 10 years