The incumbent will be responsible to analyze, develop and optimize balance sheet management strategies within the risk management framework and risk appetite set by the Bank’s limited Assets and Liabilities Committee (ALCO).
Duties And Responsibilities
Evaluating the Bank’s current and future liquidity risk position through preparing Gap Analysis Tables
Analyzing the effectiveness of the strategies employed by the Bank to control liquidity risk recommendations.
Analysing the Bank’s short-term, medium-term and long-term funding structures and makes recommendations in order to ensure that the Bank has diversified funding sources.
Monitoring the Bank’s “Off Balance Sheet” positions and analyses the likelihood of these contingencies becoming due and payable by the Bank.
Comparing the Bank’s Balance Sheet Mix to prescribed limits and analyses relevant financial ratios (e.g. Liquidity Ratio and Loans to Deposits Ratio) in order to ensure that the Bank is managing its assets and liabilities.
Evaluating the Bank’s current and future Interest Rate Risk position through preparing Interest Rate Repricing Tables and analyzing alternative strategies to control interest rate risk.
Analysing the sensitivity of the Bank’s Net Interest Income and fair value changes on the Balance Sheet to assumed changes in market interest rates through the use various simulation models.
Analysing the Bank’s sensitivity to Currency Risk through the use of various simulation models.
Monitoring the Bank’s foreign currency exposures and ensures that they are within the prescribed limits.
Monitoring the Bank’s regulatory capital position and analysing whether the Bank is maintaining a sufficient buffer against unexpected losses.
Preparing and consolidating the weekly, monthly and Board ALCO reports.
Liaising with the providers of data and information to ensure the reliability of inputs to ALM models and analytics.
Providing advice and assistance on mathematical models for valuations of financial instruments, behavioural modelling, and optimization problems.
Developing and analysing projections of balance sheet, income, losses, and capital across a range of macroeconomic conditions.
Developing the ALM policy framework for review by the ALCO members.
Qualifications And Experience
Degree in Finance, Accounting or Banking will be required
4-6 years’ experience in Banking 2 of which must be in Treasury
How To Apply
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