Senior Balance Sheet Manager

Job Description Roles & Responsibilities Job Purpose: Provide adequate assessment of liquidity and interest rate risk across the group via engagement with business divisions, and in-depth analysis of retail/commercial banking products. Principal Accountabilities: Produce regular analysis of the bank s risk exposures Work closely with 2nd line to explain and identify potential risks, and mitigants. Lead the delivery of CBD s new ALM system from first line of defence Support the build and validation of ALM models used for liquidity and IRRBB purposes Support the delivery of key internal and regulatory documents such as Funding Plan and CFP. Work closely with other parts of Treasury to design hedging strategies, and optimise HQLA portfolio Lead regular working groups with all product channels to identify risks and propose market opportunities, and present regularly at ALCO Improves, optimizes and automates processes to increase efficiency Desired Candidate Profile Education and Experience Graduate in Economics or Finance or other quantitative subjects Minimum 5 years of working experience in Treasury or Treasury Risk for a retail/commercial bank. Proven successful completion of projects related to Treasury/ALM domains Experience in working with large data sets, and producing analysis in Excel. Experience in R/Python is a strong plus Company Industry BankingFinancial ServicesBroking Department / Functional Area AccountsTaxationAuditCompany Secretary Keywords Senior Balance Sheet Manager Get real-time job updates only on our App