Head of BSM Treasury

Your tasks

Responsibility for effective management, oversight, and strategy of asset, liability, and capital management activities, including cash flow and liquidity forecasting, repo, funding and hedging strategy, ALM model development, enhancements, and testing, funds transfer, pricing (FTP) process, capital planning and management, ICAAP & ILAAP process, contingency funding plan (CFP), oversight and management of BSM resources, development scenarios and modelling assumptions. Oversee the performance of static and forward-looking analysis and assessment of risks and stresses of balance sheet, net interest income, and earnings, keeping senior stakeholders informed of market conditions, headwinds, opportunities, and risks, ensuring good lines of communication are maintained. Monitoring and managing risk to risk appetite using MI such as VaR, PV01, repricing gap ladders, LCR, NSFR, LLR, etc., and compliance with policies governing the BSM activities.

• Leadership, oversight, and support to BSM team members.
• Develop ALM and balance sheet risk management strategies.
• Monitor balance sheet risks across the bank.
• Manage balance sheet risks and perform activities in line with approved strategy.
• Ensure strict adherence to policies governing the BSM activities by all BSM team members.
• Ensure the effective controls environment of the BSM.
• Support the ICAAP, ILAAP, and CFP.
• Support the preparation of ALCO pack.
• Communicate the main BSM issues, risks, and challenges to the Group Head - BSM and other stakeholders across the bank, including ALCO.
• Manage relationships with internal and external stakeholders, including banks, BOJ international branches, middle office, treasury risk, and TROPS.
• Oversee the funds transfer pricing (FTP) process.
• Undertake strategic liquidity and IRR analysis and determine hedging strategy and hedge requirements.

Requirements

• Degree qualified, ideally postgraduate, in a quantitative discipline (e.g., finance, mathematics, engineering, economics, etc.).
• Treasury qualifications from a recognized body.
• Minimum of 10 years' experience in active balance sheet management or a combination of balance sheet management and treasury risk-focused roles, ideally from a global bank or a large regional bank.
• Experienced in modelling, statistics, and/or financial mathematics.
• Advanced skills in Excel and PowerPoint.
• Effective leader and team player.
• Good communication and presentation skills within treasury function and related departments.
• Fluent command of English.
• Proactive self-starter who searches for solutions.
• Creative thinker, problem solver - analytical and commercial.
• Excellent organizational and time management skills.
• Able to work independently and as part of a team.
• Ability to work under pressure and multitask.
• Appropriate knowledge of the required central bank regulations.
• Good understanding of the banking market and different market sectors.
• Good understanding of the bank's products and services.
• Strong negotiation skills.