Job Summary:
Responsibility of effective management, oversight, and strategy of - asset, liability and capital management activities, including (Cash flow and liquidity forecasting, Repo, Funding and hedging strategy, ALM model development, enhancements, and testing, Funds Transfer, Pricing (FTP) process, Capital planning and management, ICAAP & ILAAP process, Contingency funding plan (CFP), Oversight and management of BSM resources, Development scenarios and modelling assumptions, Oversee the performance of static and forward-looking analysis and assessment of risks and stresses of balance sheet, net interest income, and earnings, keeping senior stakeholders informed of market conditions, headwinds, opportunities, and risks, ensuring good lines of communication are maintained, Monitoring and managing risk to risk appetite using MI such as VaR, PV01, repricing gap ladders, LCR, NSFR, LLR, etc and Compliance with policies governing the BSM activities.
Key responsibilities:
- Leadership, oversight and support to BSM teams members.
- Develop ALM and balance sheet risk management strategies.
- Monitoring balance sheet risks across the Bank.
- Manage balance sheet risks and perform activities in line with approved strategy.
- Ensure strict adherence to policies governing the BSM activities by all BSM team members.
- Ensuring the effective controls environment of the BSM.
- Support the ICAAP, ILAAP and CFP.
- Support the preparation of ALCO pack.
- Communicating the main BSM issues, risks, and challenges to the Group Head - BSM and other stakeholders across the Bank, including ALCO.
- Managing relationships with internal and external stakeholders, including banks, BOJ international branches, Middle Office, Treasury Risk, & TROPS.
- Oversight of the Funds Transfer Pricing (FTP) process.
- Undertake strategic Liquidity & IRR analysis and determine hedging strategy and hedge requirements.
Requirements
- Degree qualified, ideally postgraduate, in a quantitative discipline (E.g. Finance, Mathematics, Engineering, Economics, etc.)
- Treasury qualifications from a recognized body.
- Minimum of 10 years' experience in active balance sheet management or a combination of balance sheet management and Treasury risk focused roles, ideally from a global bank or a large regional bank.
- Experienced in modelling, statistics , and/or financial mathematics
- Advanced skills in Excel and Power Point
- Effective Leader and team player.
- Good communication and presentations skills within treasuary function and related departments.
- Fluent command in English.
- Proactive self-starter that searches for solutions.
- Creative thinker, problem solver - analytical and commercial.
- Excellent organizational and time management skills.
- Able to work independently and as part of a team.
- Ability to work under pressure and ability to multitask.
- Appropriate knowledge of the required Central Bank regulations.
- Good understanding of the banking market and different market sectors.
- Good understanding of the banks products and services.
- Strong negotiation skills.