1) Job Purpose:

Structural liquidity planning and analytics
Funding and structural liquidity planning, Funds Transfer Pricing, management of Liquidity ratios,
Contingency funding plans
General management and other functions

2) Principal Responsibilities, Accountabilities and Deliverables of Role:

Structural Liquidity Planning

Assist in the development and management of the Bank’s structural liquidity planning framework that will include the following:
Support the development and maintenance of the Bank’s structural liquidity and funding plan
Preparing liquidity projections including impact of business growth assumptions
Setting limits on intra-group funding lines and promote self-funded balance sheets across the Group
Defining tenor limits and portfolio caps for certain types of assets as appropriate
Support the development and maintenance of the Bank’s Internal Liquidity Adequacy Assessment Process (ILAAP):
Assess the Bank’s internal liquidity position
Defining governance and management for the liquidity and funding risk
Incorporate elements of Liquidity stress tests and scenario analysis, as needed
Incorporating Contingency Funding Plan elements as needed

Structural Liquidity Analytics

Review of existing funding mix, cost of funds associated with business portfolios and provide suggestions for diversification of the Bank's funding mix;
Review of liquid asset buffers, HQLAs, LCR and NSFR and recommend appropriate mix of liquid portfolio to optimize earnings drag while maintaining liquidity metrics
Conduct depositor analysis and assist in shaping the Bank’s funding strategy;
Develop secured funding limits and assess adequacy of pool of available collaterals;
Undertake behavioral studies of non-maturity products and off balance sheet items
Support Group’s subsidiary units to develop/adopt Liquidity management framework

Monitoring and Reporting

Monitor liquidity metrics on an ongoing basis and inform Head of GBSM in case of breaches. This will include the following:
Short term metrics – LCR, MLG, LADR, etc.
Medium term metrics – NSFR, Funding concentration, L/D ratio, Refinancing profile etc.
Risk metrics – IRRBB, VaR, DV01 etc.
Develop regular funding and liquidity reports in coordination with other departments for required inputs to the funding and liquidity reports for purview of Liquidity sub-committee and GALCO
Create monthly Funding & Liquidity reporting. Working closely with the other staff members to ensure the guidelines can be updated accurately and on a timely basis.
Interact with intercompany treasury departments on a regular basis to discuss liquidity and funding measures, data requests and projects.

Contingency Funding Plan

Coordinate with Treasury & Financial Market risk and other departments as necessary in the development and maintenance of CFP to include:
Conducting liquidity fire-drills to assess adequacy of CFP
Periodic review to ensure relevance of CFP actions
Establish a framework for monitoring CFP EWIs
Ensuring CFP is linked to the RRP document as a continuum

Fund Transfer Pricing (FTP)

Support the development, implementation of a transparent, consistent and harmonious of FTP and Liquidity premium (LP) policy across the Group to include:
FTP curve computation methodology
LP computation and governance
FTP rates application methodology

MIS via QRM

Provide inputs / suggestions for enhancement, implementation (QRM Phase II) and maintenance of the QRM system, in coordination with Treasury & Financial Market Risk (T&FMR)
Ensure appropriate MI is generated and presented using the QRM
Assess system integrity tests on a periodic basis to ensure reconciliation to GL information.
Assist with liquidity and funding enhancement projects, development of daily cash flow monitoring, ad hoc stress testing, incorporation of financial forecast, and expanded legal entity liquidity testing.

Other Functions

Assist Head of GBSM in the overall administration and management of GALCO and the LSC to include preparation of agenda, meeting packs, compilation of analysis and maintenance of meeting minutes and action points.
Prepare periodic presentations to Board on Group’s liquidity and funding position and strategic balance
sheet funding and liquidity issues;
Develop and report ad-hoc/on demand MI requirement on structural liquidity position and performance;
Monitor updates to key international regulatory requirements and leading practices related to liquidity risk management.
Monitor subsidiary level liquidity positions and maintain oversight at subsidiary level for implementation of group liquidity management framework.

3) Job Requirements:

Knowledge

Strong technical knowledge of ALM techniques and practices, term funding instruments, FTP etc.
Treasury, financial markets and capital markets experience with Strong knowledge of Fixed Income, capital markets, and banking products.
Strong technical knowledge to include capital and liquidity related regulations, liquidity optimization techniques and portfolio management.
Strong quantitative, analytical, and technical skills and aptitude to build advanced financial models
Ability to effectively explain analysis, both verbally and in writing, to others and translate analysis into business impact
Strong business skills with a good understanding of commercial drivers.

JUDGEMENT/ COMPLEXITY

Required Judgement:

Balanced judgement and superior analytical skills, particularly related to market data
Ability to think strategically and understand implications of external risk factors to firm-wide balance sheet, capital and liquidity position
Ability to apply detailed risk assessments to new proposals
Negotiation / influencing skills when dealing with business and support functions

Degree of Complexity:

Education / Certifications

Post Graduate or Professional degree (ACA, MBA, CFA, M.S Finance or Accounting, Financial Engineering) combined with strong intellect, judgment and problem solving skills.

Experience

7+ years of progressive experience in financial risk management, treasury, investment banking and/or financial markets of which 3 years in a managerial capacity
International experience combined with a global perspective within a multi-cultural environment

Personal Attributes

Ability to lead in thought and action, build senior management confidence and add organizational value. Strong personality with a capacity for open and critical analysis. Ability to establish credibility quickly with senior management and peers and to inspire confidence at senior levels.
Project management involving multiple stakeholders