Reporting into the Group Treasurer, The Asset and Liability Management (ALM) function within Group Treasury has two primary areas of focus :
The ALM function partners extensively with Risk, Treasury Investments and the Balance Sheet Management team.
The role will provide a combination of analysis, implementation and execution capabilities In addition, this role will support the long term transformation initiatives within ALM (Balance Sheet Costing Initiative).
The role will require strong analytical and critical thinking skills as well as advanced data manipulation, aggregation & reporting skills.
Good communication skills will also be required to articulate Policy and the evaluation of the effectiveness of Policy, both in writing and in discussions with key internal and external stakeholders.
The ideal candidate will have familiarity & background with transfer pricing frameworks, systems and the relevant regulatory requirements (Funds Transfer Pricing ( FTP ), Liquidity Premium ( LP ), Liquidity Coverage Ratio ( LCR ) framework, Total Loss Absorbing Capacity ( TLAC ), and Net Stable Funding Ratio ( NSFR ).