Manager, Assets & Liabilities Management

QUALIFICATIONS, EXPERIENCE AND COMPETENCIES REQUIRED

§ Bachelor’s degree in Business, Finance, Economics and Accounting, or related fields.

§ A professional certification such as Chartered Accountant (CA), Certified CorporateTreasurer (CCT), Chartered Financial Analyst (CFA), or an equivalent qualification infinance, risk management, or treasury is an added advantage.

§ A minimum of three (3) years’ experience in Bank treasury and or finance.

§ Demonstrated ability to provide detailed insights regarding Balance sheet risks to seniorand executive leaders.

§ A clear understanding of financial markets and Basel 3 liquidity requirements isrequired.

General deliverables

§ Plan and control the process of the balance sheet balance structure and composition.

§ Monitor and evaluate the bank’s capital adequacy to ensure that its capital basesupports the regulatory capital requirements.

§ Ensure the timely preparation of the monthly ALCO pack and actively participate as amember of the ALCO committee.

§ Conduct financial analysis of pricing scenarios for treasury management initiatives.

§ Review regulatory changes and update the necessary documents & agreements

Risk, Regulatory, Prudential & Compliance

§ Collate ALCO view on rates as well as anticipated impact on NII to drive action planningto mitigate potential adverse effects.

§ Obtain and update all inputs for monthly ALCO reporting. Prepare and circulate dailyliquidity dashboards to relevant stakeholders, highlighting key products and clientbalances impacting liquidity.

§ Re-calibrate all behavioural liquidity assumptions in line with policy. Run forecastingmodels and scenario analysis to anticipate potential future liquidity constraints andinterest rate risks.

§ Review and update assumptions pertaining to liquidity stress testing and associatedcontingency plans.

§ Report and escalate liquidity, Interest Rate Risk in the Banking Book (IRRBB) and capitallimit and appetite breaches to the appropriate governance structures in line with policyto manage balance sheet risk and implement remedial actions.

§ In consultation with the Head of Financial Markets,review policy and report on liquidity,Funds Transfer Pricing (FTP), Interest Rate Risk in the Banking Book (IRRBB) and capitalwith a focus on balance sheet analysis, measurement, forecasting and budgeting.

Strategy

§ Analyze opportunities and risks presented by changes in macro-economic variables.

§ Proactively anticipate market and regulatory challenges as well as applicable stressscenarios in ensuring that the balance sheet is proactively managed.

§ Engage with business units to understand their strategy to develop and refresh thebank’s funding and capital plan.Financial Management

§ Provide specialist advice on the liquid asset portfolio and surplus liquidity portfolioproactively, evaluating the size and composition of the liquid asset portfolio againstregulatory requirements, internally determined sector or product concentrations and