Asset & Liability Management VP
Career Development Opportunities
About Our Client
A multinational investment bank
- Support the holistic modelling and assessment to quantify interest rate risk in the banking book (IRRBB) covering all business units including Treasury.
- Drive the implementation of methodologies and strategies for IRRBB in line with Group standards.
- Monitor hedges within Group IRRBB policies, standards and Risk limits.
- Work with local finance and branch management stakeholders to ensure balance sheet plans are developed, local regulatory requirements are met and hedging is effective.
- Support the ALM team in developing, managing and organizing the team, and ensuring adherence to applicable Policies and Standards.
- Drive the development of the ALM and wider Treasury team through regular and focused learning and development activity.
- Manage stakeholder across capital and funding functions to provide an integrated balance sheet view.
The Successful Applicant
- Strong understanding of the balance sheet structure and composition of universal banks.
- Strong product knowledge of derivatives used for interest rate risk hedging; financing products; collateral management and capital markets funding instruments.
- Ability to produce clear, concise analysis for Treasury Management
- Relevant experience in Treasury, specifically ALM or related experience;
- Solid strategic analysis, problem solving, issue resolution, facilitation, decision making skills and a proven ability to exercise sound judgment and prudence in management of financial risk.
- Effective relationship management skills across technical and non-technical stakeholders, with ability to tailor explanations to level of expertise of audience.
What's on Offer
Competitive Compensation / Career Development Opportunities