Asset Liability Manager – ALM Treasury

Job Title: Asset Liability Manager – ALM TreasuryDate: September 2025Department: TreasuryLocation: BKCBusiness Line / Function: TreasuryReports to: Director - Head of ALMT IndiaGrade: NANumber of Direct Reports:0Directorship / Registration:Is Associated Person (AP)*: CFTC AP OnlyFor GM, GB, ALMT, FIC, WM, Legal and RiskAbout 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 partnershipsAt 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.POSITION PURPOSEBe 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 guidelinesTo maintain relationships with external and internal counterparties.ResponsibilitiesDirect ResponsibilitiesLiquidity Analysis and Operational ManagementSupport 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 ManagementPrudentially manage the liquidity position in allocated currencies within the delegated limits and in compliance with regulatory ratios (CRR, SLR, LCR, NSFR etc) where applicableComply 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 ManagementMonitor 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 needsManage the allocated currencies portfolio through various cash and allowed derivatives productsMonitor P&L ( including Liquidity P&L﴿ daily and escalate any unexplained elements to Head of ALM‐Treasury for sign offHedge 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 IndiaEnsure optimization of interest rate positions and funding costs.Comply with operational risk control framework and Key Responsibilities of Capital Markets Front OfficersTo escalate to management and/or to Compliance any doubt regarding transactions linked to money laundering or to embargos and/or sanctionsRegulatory ComplianceTo 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 RuleTransfer PricingTo provide transfer pricing rates to other business metiers and help in enhancing business of other business lines.Relationship ManagementTo maintain good relations with the clients both internal (other departments) and external (other Banks)Contributing ResponsibilitiesMarket Operations ManagementContribute 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 OptimizationFunding: contribute to collection of deposits by assisting the cash management RMsLiquidity 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 ReputationContinue 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 policyContribute to enhancing ALM desk image within the BankTECHNICAL & BEHAVIORAL COMPETENCIESTechnicalProduct knowledge, knowledge of the regulatory environment, analytical and quantitative abilities to spot the market opportunities, understanding of the macroeconomic parameters, market information and view.BehavioralInterpersonal skills, ability to work under pressure, communication skills, networking skills, team player.Skills ReferentialBehavioural SkillsDecision MakingAbility to deliver / Results drivenCritical thinkingCreativity & Innovation / Problem solvingTransversal SkillsAbility to understand, explain and support changeAbility to anticipate business / strategic evolutionAnalytical AbilityAbility to set up relevant performance indicatorsAbility to inspire others & generate people's commitmentEducation Level: Master Degree or equivalent (>4 years)Experience Level: At least 10 years