Associate Director - Asset Liability Management/Balance Sheet Management - Group Treasury

Associate Director Asset Liability Management ALM / Balance Sheet Management Group Treasury

- Identify market risks in the bank's balance sheet.

- Proactive management and hedging of the bank's entire interest rate risk exposures in line with policy and risk appetite.

- Investment of rate insensitive assets and liabilities.

- Highlight material risks and develop opportunities and strategies to add value and protect earnings taking into account interest rate outlooks

- Understand the extent to which the balance sheet position impacts on the financial performance of the Bank in various economic and interest rate scenarios.

- Work with Treasury risk to propose and develop risk appetites and associated policies.

- Support communication with key stakeholders; attend ALM committees and Boards as required

The Successful Applicant :

- CFA - US by qualification

- Good knowledge of ALM techniques and practices.

- A good working knowledge of Retail and Commercial Banking products preferably in a Treasury environment.

- Good understanding of NII, market value, earnings at risk and value at risk