Position: Central Treasury Unit Head
Grade: VP to FVP
Report to: CFO
Identify market risks in the bank's balance sheet.
Proactive balance sheet management on interest rate risk exposures in line with policy and risk appetite.
Highlight material risks and develop opportunities and strategies to add value and protect earnings taking into account interest rate outlooks.
Execute appropriate trades via the Market Execution team to hedge risk
Assist in the management of regulatory, rating agency and investor relations agendas relating to banking book market risk.
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 BSRM on risk appetites and associated policies.
Support communication with key stakeholders; attend ALCO committees and lead balance sheet working group meeting.
Good knowledge of balance sheet management techniques and practices.
Good knowledge of market risk and hedging instruments
Good knowledge of term funding instruments, like debt/CD issuance.
Good understanding of NII, market value, earnings at risk and value at risk.
A good working knowledge of Retail and Wholesale Banking products preferably in a Treasury environment.
Strong modelling skills, and exposure to liquidity simulation packages
Please send resume to firstname.lastname@example.org