JOB DETAILS:
Job Purpose Statement
• To lead the continued development of Asset & Liability Management, ensuring that all business areas operate within the policies and procedures put in place for effective ALCO management and reporting, and that appropriate strategy is set for strategic and tactical ALM. This entails analysing underlying liquidity, interest rate risk and FX risk behaviours of both asset and liability side exposures and make recommendations of how these should be modelled. Develop a portfolio monitoring program that evaluates key risk metrics, portfolio evolution and attribution analyses to propose structural risk management strategies.
• To drive portfolio strategy for managing the bank’s structural banking book risks and lead the development of methodologies and frameworks for funds transfer pricing and interest rate risk management.
• The job holder will…
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