ALM Manager
il y a 23h

Industrial and Commercial Bank of China ( ICBC ) is currently one of the world’s largest and most profitable listed banks in terms of market capitalization, net profit, customer diversified business structure, strong innovation capability and competitiveness, and outstanding brand value.

ICBC set up two entities in Luxembourg ICBC Luxembourg Branch established in 1999 and ICBC (Luxembourg) S.A.

incorporated in Luxembourg in 2006, which changed its name to ICBC (Europe) S.A.

ICBC (Europe)S.A.

has been designated as the regional headquarter of ICBC Group in Continental Europe, and the branches in Paris, Amsterdam, Brussels, Milan and Madrid have been set up simultaneously late 2010 and early 2011 under the flag of ICBC (Europe) S.

A., Warsaw branch and Barcelona Branch have been established in November 2012.

In order to strengthen the Asset and Liability Management Department in Luxembourg, we are looking for an ALM Manager specialized in the banking and financing business.

  • Your responsibilities : · Support to develop an appropriate policies and procedures for management of interest rate risk in banking book (Strategy, Governance, Measurements, appetite & limits, IT system, control );
  • Perform interest rate stress scenarios analysis using different quantitative approaches; · Analyze the impact of yield curve movement on the Economic Value of Equity and the NII as well;
  • Formulate mitigation strategies for interest rate risk in banking book; · Assist in the design and production of board level reporting for the firm’s ALM;
  • Develop new analytical reports and management information for ALM in providing insight for both tactical and strategic direction.
  • Your profile : · Bachelor degree or above, major in business management, finance, economics or other relevant area · At least 3 years of experience in an ALM / Treasury / Balance Sheet Management / Finance / Risk Control fields;
  • Good knowledge of Statistics and Behavioral Modeling concepts is required; · Familiar with ALM system or similar quantity risk management system;
  • Strong quantitative finance experience, knowledge of interest rate markets and financial products; · Excellent capability in cross-
  • culture communication, negotiation, execution, initiative and responsibility · Good team player and working attitudes; · Proficiency in Excel / Access , skillful in use of business platform like Bloomberg, etc required;
  • Flexible for business travels; · Fluent English is mandatory as well as a good command of German or French.
  • If you are interested in this opportunity, please send your curriculum vitae and motivation letter via In compliance with the law of July 23th, 2016, the selected candidate will be requested to provide a criminal record (section 3)

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