ALM Treasury Dealer

What is this position about?

To prudentially manage the liquidity position and market risks inherent in the Balance Sheet, in the allocated portfolio of currencies while staying within the delegated limits and in compliance with regulatory ratios.

Contribute to the achievement of desk’s PnL targets while upholding the prudential mandate.

What would be your typical day at BNPP Paribas look like?

For your allocated currencies, you will

Update the transfer prices to business lines and quote transfer prices for non-standard structures.

Manage the end-of-day nostro position as well as interest rate, liquidity and FX risk within the allocated risk limits by borrowing from/ lending to group / external counterparties & entering into repos/reverse repos, FX spot, and FX and interest rate swaps transactions.

Submit / review contributions to SGD benchmarks if required.

Backup team members on leave as required.

Contribute to team discussions about optimization, improving operational efficiency and resolving problems

Primary Role Responsibilities

Prudentially manage the liquidity position in allocated currencies within the delegated limits and in compliance with group guidelines and regulatory ratios, where applicable

Support the analysis of the liquidity of BNPP Singapore balance sheet and prepare funding planning for allocated currencies in coordination with Head of ALMT Singapore

Monitor and manage the interest rate risks exposure and liquidity gaps of the bank's balance sheet in allocated currencies, and support the business development / growth concerning funding needs

Perform analysis and provide information to local stakeholders regarding the main determinants of their liquidity position in allocated currencies

Management and squaring of FX risks in banking book

Work closely with Back Office and Middle Office teams to address any operational and PnL topics

Manage relationships with wholesale deposit line (WDL) clients to achieve budgeted deposit targets in coordination with other APAC WDL centres

Other contributions

Participate in ad-hoc projects related to balance sheet analysis, optimization and other topics

Assist in management of securities portfolio for liquidity management and regulatory compliance

Provide cover for other currencies or act as a back-up for other locations when required

What is required for you to succeed?

Strong knowledge of local and global liquidity regulation, experience and knowledge of financial markets and instruments;

Strong analytical skills, able to think in probabilistic terms and execute risk mitigation strategies when necessary;

Highly motivated, keen attention to details and able to work independently

Team player who actively contributes towards meeting the team’s objectives

Excellent communication and interpersonal skills; ability to report and escalate

Required education/certification/licenses

Minimum of 5 years experience in Treasury / Markets

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

Highly proficient in Excel and Bloomberg; Python & VBA programming skills would be a plus

About BNP PARIBAS

As the leading European Union bank, and one of the world’s largest financial institutions with an uninterrupted presence in the region since 1860, BNP Paribas offers a wide range of financial services for corporate, institutional and private investors spanning corporate and institutional banking, wealth management, asset management and insurance.

We passionately embrace diversity and are committed to fostering an inclusive workplace where all employees are valued and encourage applicants of all backgrounds, including diversity of origin, age, gender, sexual orientation, gender identity, religion applicants who may be living with a disability. We have a number of internal employee networks in place to empower our staff to act and challenge the status quo.

• BNP Paribas PRIDE is highly active in favour of the LGBTQIA+ community

• BNP Paribas MixCity which fosters better representation of women at all levels of the organization

• Ability, the mutual aid network for employees with a disability or a disabling or chronic illness

• BNP Paribas CulturAll which celebrates diverse backgrounds

BNP is committed to financing a carbon-neutral economy by 2050. The Group is a founding member of the Net-Zero Banking Alliance and has set up its own Low Carbon Transition Group to support its clients through their energy transitions.

More information

BNP Paribas - Diversity & Inclusion Journey

BNP Paribas - The Bank Of Green Changes

Award Obtained

BNPP has won Top employer Europe award in a 10th consecutive year

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