Balance Sheet Manager

INDUSTRY: BANKING

HR World LTD on behalf of our client, we are looking for a Balance Sheet Manager who will be responsible with the in-country Balance Sheet Management functions of Asset and Liability Management, Funds Transfer Pricing, Management of IRRBB, ALCO process and Capital Management. The Balance Sheet Manager will also be responsible in providing analysis, insights and commentary on the balance sheet, earnings and forecasts for ALCO decision making.

Responsibilities:

• Managing the bank’s capital position (actual and forecast) on both the demand and supply side, including RWA optimization and capital efficiency.
• Ensuring adherence to capital management policies and in-country regulatory and Board approved capital targets.
• Compiling a capital plan, which forecasts regulatory capital demand and supply across business units over a 3-year planning horizon while assessing if the forecast capital position meets regulatory and Board approved targets.
• Coordinating resolution of issues with cross functional teams, including business segments, market risk, and operations.
• Help in aligning Group processes in country to conform to market / industry best practice, regulatory requirements and Treasury convections.
• Contribute to systems enhancement and process improvement.
• Cash flow projection and modeling of liabilities and assets behavioral profiles that support optimal balance sheet management and strategic funding mix.
• Prepare Models that help with product revaluation, sensitivity analysis, scenario analysis, stress testing to help with balance sheet optimization, budgeting, MIS and ALCO decisioning.
• Preparation of impactful analysis and market commentaries to explain position, pricing and earnings / P&L movements and projections.
• Assist ALM Manager in developing strategies and balance sheet analysis for margin/earnings optimization, funding and liquidity management, risk weighted assets (RWA) management, interest rate risk in the banking book (IRRBB) and sovereign rating scenario analysis and resolution and recovery planning.
• Help in aligning Group processes in country to conform to market / industry best practice, regulatory requirements and Treasury convections.
• Contribute to systems enhancement and process improvement.
• Update KRI dashboards and circulate key MIS to management.

Qualifications:

• Bachelor’s Degree of Commerce in Finance / Accounting or any other related field.
• Must be registered by Accounting Board (ACCA / CPA / CFA).
• 7+ years of relevant experience in financial markets with emphasis on balance sheet risk management with three (3) years or more in a management role in a similar sized organization.
• Understanding of the policies, procedures and ethical requirements of a Treasury/ALM environment.
• Knowledge of liquidity and funding risk management.