Treasury Manager (ALM)

Mollie is seeking a Treasury Manager (ALM) in Amsterdam to build its Asset & Liability Management (ALM) function from the ground up in a zero-to-one role. The treasury team is responsible for ensuring that Mollie's balance sheet is safe, well-funded, and resilient. Daily responsibilities include developing and owning core components of the liquidity risk framework, including the ILAAP, LCR and NSFR monitoring, and liquidity stress testing. You will establish Mollie’s approach to interest rate risk and credit spread risk in the banking book (IRRBB and CSRBB) from risk identification through to models, limits, and hedging strategies. Additionally, you will construct a Contingency Funding Plan with early-warning indicators and design the overall balance sheet and funding strategy. The role requires strong quantitative capabilities to build models and frameworks from a blank page, utilizing advanced Excel and financial modeling techniques. Candidates are also expected to explore and integrate AI methodologies to automate non-judgmental processes, freeing up time for strategic balance sheet design.