Position Purpose  

 ALM Treasury (ALMT) has a unique position within the BNP Paribas, it is a Transversal Activity present throughout the Group in more than 50 countries, with around 700 employees fulfilling 3 operational missions: 

- managing the Group's liquidity position, both in business-as-usual conditions and in crisis situations

 - managing the interest rate risks in the banking book 

 - managing operational and structural foreign exchange risks 

 ALMT to operates in the financial markets and partners with all of the Group's entities. 

Responsibilities

 Reporting to the Head of ALMT Thailand, the ALMT Front officer will: 

          Assist with the management of the liquidity and funding operations of ALMT, for both ALMT own activities and the funding of business lines 

          Assist with the management of FX positions arising from day-to-day activities, and monthly FX hedging of business PNL (sell down) 

          Assist with the publication of internal pricing grids and various operational duties 

          Assist in the execution of interest rate risk hedging operations, propose and implement market optimization strategies 

          Conduct analysis of financial markets & their evolution, particularly those related to risks managed by ALM Treasury (interest rates, FX, sovereign bond markets) 

Perform PNL analysis/attribution, analysis of the balance sheet and its evolution

          Contribute to processes related to regular management reporting for presentation to ALCO and regional management  

          Assist across the various areas of operational risk and control for ALMT activities 

          Contribute to ALMT and wider Group projects  

          Ensure compliance with trader mandate, ALM Treasury policies, risk/credit limits and banking laws 

 Technical & Behavioral Competencies  

          Highly numerate, with strong analytical and problem solving skills 

Results-oriented and able to be work independently

          Meticulous with a keen eye for detail 

          Excellent verbal and written communication skills 

          Team player, proactive and enthusiastic self-starter, strong interpersonal skills 

          Demonstrate commercial and risk awareness 

 Specific Qualifications (if required)  

          Bachelor's degree in Business, Finance, Economics, Mathematics or other related disciplines  

          Strong mathematical, analytical & quantitative skills are critical 

          Highly proficient with MS Office tools, including Excel. Power BI knowledge would be advantageous 

          Knowledge of Python programming skills or other programming languages  

          Previous internship or work experience in an ALM/Treasury or similar environment beneficial