Balance Sheet Management Manager

The Balance Sheet Management Manager will: Be a key player in the Asset-Liability Management (ALM) function responsible for hedging strategies that manage the asset-liability mismatch risk and sensitivity to shocks; develop models that support ALM analysis and implementation; monitor the performance and liquidity of asset portfolios; contribute to interest rate risk and liquidity risk management in line with risk appetite and limits; and present insights to top management through the appropriate governance forums.
Key responsibilities Lead asset liability management, including identifying, measuring and reporting ALM risks liquidity, interest rate and market risk management Perform the relevant stress testing and sensitivity analysis, including recommendations on practical and appropriate management actions to mitigate the impact of stressed and assumptions Streamline ALM processes and operational capabilities Provide input in liquidity, interest rate and market risk management Monitor the performance and liquidity of the asset portfolios Review and monitor the ALM framework, policies and contingency plans Contribute to the growth and success of group entities Prepare accurate and timeous ALM reports