ALM Manager | Rabat (Morocco)

Job : 1. Management and Monitoring of ALM Risks CDG EP :
• Participate in the analysis of liquidity and interest rate risks in relation to asset and liability portfolios;
• Contribute to the development and use of ALM models and approaches for monitoring and analyzing indicators (liquidity gap, interest rate sensitivity, duration, etc.);
• Contribute to the development of balance sheet cash flow models;
• Ensure monitoring of internal and regulatory limits;
• Participate in the preparation and facilitation of ALM committees;
• Participate in the continuous improvement of modeling tools and databases used for asset-liability management;
• Contribute to updating the ALM framework;
• Ensure the updating and enrichment of the ALM policy
2. Reporting and Communication:
Contribute to the preparation of periodic reports on the balance sheet structure and ALM risks for internal committees and the regulator;
Ensure the regular updating of ALM dashboards and steering tools.

Required profile :

• Excellent analytical and synthesis skills;
• Sense of rigor and responsibility;
• Writing skills;
• Ability to work in a team and communicate effectively;
• Autonomy, curiosity, and adaptability;
• Ability to work independently while facilitating collaborative efforts;
• Responsiveness and organization;