Senior Manager Assets and Liabilities Management

The Role
Senior Manager Assets and Liabilities Management and Capital Reporting

The role holder is responsible for providing the requisite support to the Head of Asset, Liability & Capital Management in the development and implementation of the asset/liability policy and establishing procedures for measuring, monitoring, and managing the bank’s liquidity in line with the bank’s objectives. The role also ensures that the bank manages its capital in line with the regulatory and risk mandates as well as the bank’s target balance sheet structure.
Supports the Head of Asset, Liability & Capital Management in implementation of the asset/liability management (ALM) business plan to achieve the target balance sheet structure in line with the growth and risk targets.

Requirements
· Assists Head of Asset, Liability & Capital Management in development of capital plan and participates in the capital funding and capital adequacy related planning process, liaising with lawyers, investors and obtaining board approval on fund/capital raising plans and debt issuance.
· Ensures adherence to the requisite procedures for measuring, monitoring, and managing the bank’s short term liquidity and funding needs as well as assesses long term funding needs and proposes funding plans to the Asset Liability Committee (ALCO).
· Collates with key stakeholders in developing and updating relevant policies for adhering ALCM risks to BASEL III framework standards.
· Monitors Risk Weighted Assets of quarterly capital plan and the utilization against the set customer groups’ caps.
· Conducts the monitoring, analysis, and reporting of the liquidity and balance risk exposure of the bank using asset/liability management software through scenario analysis and stress testing.
· Provides inputs in the development of programs and/or models that evaluate the bank’s balance sheet, ensuring the integration of relevant software models to accurately project account balances and cash flows.
· Analyses the output of ALM models to provide inputs on the bank cash flow and liquidity needs (short and long term funding) as well as interest rate risk.
· Manages all aspects of timely and accurate generation of stress testing and risk based reports to ensure enough capital to cover these risks in the bank.
· Keeps abreast of risk management developments and innovations, regulatory developments and industry news, and retains a good understanding of industry best practice.
· Manages the production and smooth processing, development and maintenance of the system related initiatives which support the risk analytics of the asset/liability management function.
· Liaises with key stakeholders for the deployment of any systems implementation testing and develops the requisite training material for systems implementation.
· Manages the preparation of routine management reports and cash flow forecasting, also providing comparative analysis to market peers.
· Measures Interest Rate Risk in the Banking Book (IRRBB) and foreign exchange risk and proposes hedging strategies to ALCO.

About the Company
New Sourcing International (NSI) / Bluefin Talent have partnered so to offer a specialized recruitment solution within the Consulting and Financial services domains.

Working together as a specialist search and selection agency, we concentrate on blue chip financial services and strategy / technology consulting organizations across Europe and the Middle East; focusing exclusively on Financial Services, IT and Risk. Being niche allows us to offer a premium search service, tailored to overcome the technically challenging nature of recruitment for the specialist functions that we work.

We are dedicated to representing best of breed candidates in the region in our dedicated fields of employment. As such we are a leading outfit for placing ex-pats and internationally educated students in the region.

Our biggest unique selling point, is that we are steered by a dedicated team of ex-financial services and industry professionals. This allows us to offer a level of candidate pre-screening for roles, which is largely anomalous to the recruitment profession. Our ability to bridge the technical knowledge gap typical recruiters encounter, coupled with a thorough delivery process allows us to drive consistently superior results for our clients sourcing requirements. Designed to provide a fast and efficient turnaround, we minimize the use of internal resources our clients spend vetting inadequate profiles, allowing them to quickly get back to focusing on their strategic goals.

Our strength lies not only in the specialist nature of our firm, but also in the commitment we show towards our clients and candidates. We endeavour to build long-term relationships and recognise the crucial nature of communication throughout the recruitment process. Excellence, integrity, respect and transparency are cornerstone to the culture we promote.