The Company
The Role
Job Purpose:
The Job purpose is combination ALM measurement, monitoring, policy analytics for Group & Head Office Entity and Management of ALM Models to ensure regulatory compliance & drive commercial value through their policy integration.
- Manage ALM measurement & monitoring for Group & Head Office, to enable ALCO exercise oversight over ALM risks.
- Provide Policy & Appetite recommendations for the Balance Sheet Management (ALM) considering Bank’s growth aspirations & risk imperatives.
- Provide FTP Policy recommendations to align the FTP with current & forward-looking cost of liquidity, balance sheet profile & risk.
- Manage ALM regulatory compliance across liquidity & IRRBB domain for Group & Head Office.
- Model Management for ALM models to ensure regulatory compliance with Model Management Standards and drive commercial value through policy integration.
- Model Management in the capacity of Model owner & developer for ALM Models (Liquidity, IRRBB), includes managing key stakeholder of Advanced Analytics CoE, Data Product Owners, Risk, Treasury & Finance.
- Ensure validation of ALM Models through independent validation unit & interact with regulators.
- Formulate ALM stress & business scenarios, expert-judgement assumptions considering regulatory & business significance.
- ALCO support & Business engagement with respect to ALM, FTP, Balance Sheet insights, analytics, strategic & policy support.
The Person
Key Requirements:
- Bachelor’s degree (Finance or Statistics)
- CA,CFA,CMA, FRM, Masters in Finance (equivalent)
- Industry 10-12 years
- Regional 5-7 years
- Functional 10-12 years
- Data management techniques & tools e.g. SQL, SAS, Phyton
