Head of Asset and Liability Management
McGregor Boyall
Abu Dhabi, United Arab Emirates
منذ 1 يوم

Reporting into the Group Treasurer, The Asset and Liability Management (ALM) function within Group Treasury has two primary areas of focus :

  • ALM Policy & Execution
  • Interest Rate Simulation
  • In your role as Head of ALM, you will;
  • establish and oversee the policies under which business assets and liabilities are priced based on interest rates and liquidity values, execute various tfp processes, and ensure retained costs and balance sheet in Treasury are minimal through an effective allocation process.
  • design forecasting models and, where necessary, Alternative Forecasting Approaches (AFA).
  • calculate, analyse, and forecast Net Income Margin (NIM) and identify optimization opportunities and analyze interest rate risk exposures.
  • 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 ).

    Qualifications

  • Bachelor's degree as a minimum
  • Strong Markets background
  • Strong analytical skills and data manipulation skills.
  • Knowledge of key asset liability management principles.
  • Transfer pricing theory (incl. Interest Rate risk, Liquidity modeling, and Broker-dealer funding)
  • Knowledge of Liquidity metrics and regulations including LCR, NSFR, Internal Stress Tests, NSFR, TLAC, Global Systemically Important Bank ( GSIB ) surcharge.
  • Strong communication and presentation skills
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