Specialist/Team Leader (ALM)

The incumbent will perform reporting, analytical data drilldown of non-traded risk, liquidity, capital, FTP and other MI embedded in the Bank's Balance Sheet for ALM purposes.

Consolidate and prepare reporting pack for monthly submission to ALCO;

Assist the Team Leader in the delivery of ALCO decisions by providing support and back up in relation to workshops with business units and control functions of the Bank;

Extract and ensure accuracy and timeliness of reports with respect to analysis of variances and drivers of key ALM metrics and measures  as per Team Leader/Manager's request;

Perform appropriate system parameterization, run reports and ensure these are properly impacted in a timely way prior to submission to Team Leader with respect to planned or actual positioning, immunization  and optimization transaction/(s);

Conduct testing, perform maintenance and periodic updates of customer behaviours parameters as supported by data insights.

Monitor and report any unusual changes in behavioural assumptions at data level as impacting product tenor costing and rewards;

Perform reconciliation and other investigation with respect to discrepancies in intra and interperiod ALM figures and ratios;

Assist the ALM Manager/Team Leader to run ad-hoc and periodic simulation and what-if processes within the ALM system and extract reports for further analysis and monitoring;

Provide ad-hoc data queries and drill down to deal levels where possible in relation to substantiation of gross liquidity , interest rate or other balance sheet measures at request of ALM Manager;

Perform reconciliation and other investigation with respect to discrepancies between ALM internal reports versus external BoM reports;

Perform report changes and system parameterisation at request of Team Leader related to FTP  input into budgeting and planning process run reports in a timely and accurate manner and report any significant variances in balance sheet posts and indicators;

Run statistical reports on exposure management;

Conduct tasks and other operations at the Team Leader request as per delegated scope of duties related to the development, implementation and maintenance of the Bank's Funds Transfer Pricing  (FTP) framework to make sure interest rate, liquidity and funding risks are adequately recognised in business performance measures and product pricing;

Respond to operational queries on FTP related matters as per scope of duties;

Run reports and ensure timeliness and accuracy thereof before submission to Team Leader following amendment to the FTP framework;

Input and perform system parameterisation with respect to yield curves and ensure reports and processes are properly impacted, reporting any discrepancy to the Team Leader and performing agreed resolution tasks and operations;

Provide feedback on planned and actual impact on day to day operations of guidelines issued by regulatory authorities and ensure changes are operationalized with minimum delay;

Comply with all internal policies and external regulations as per set governance process;

Extract data and preliminary reports and submit to Team Leader/ALM Manager for review with respect to queries from internal/regulatory/ external auditors;

Promptly report any irregularities arising in the cluster to the attention of the Team Leader/Manager in line with Bank procedures and regulatory guidelines, and take appropriate measures for prompt resolution;

Participate in  ALM, FTP and treasury-related  system implementation and upgrade, report specifications design and testing alongside Technology to ensure computation and reporting of relevant metrics remain accurate and consistent across respective systems;

Perform regression testing for existing reports, test new reports as part of Bankwide, Finance or other stakeholder-led project upgrades or implementation initiatives with potential impact on ALM and FTP processes;

Test, run and perform system parameterisation and other validated FTP and ALM changes in relation to the impact of new product proposals;

Run reports and ensure timeliness and accuracy thereof before submission to Team Leader with regards to requests from governance forums and ensure changes of administrative nature are operationalised with minimum delay;

Ensure proper filing and archiving of documents in respect of responsibilities allocated.

Qualifications 

Requirements: 

A Degree in Finance/Accounting/Banking or a Professional Finance qualification;
At least 3 years of relevant working experience, preferably in the Banking Sector;
Strong analytical and numerical skills, including solid knowledge of MS Excel, and Business Intelligence tools;
Good time management, organisational and problem-solving skills;
Be self-motivated to work independently under pressure and to work effectively within a team and manage priorities;
Effective communication (both verbal and written) and interpersonal skills, and maintaining good working relationships with a diverse variety of stakeholders;
Adaptable to a dynamic environment and able to deliver consistent performance.
 

Disclaimer: AfrAsia Bank Limited reserves the right to call only the short-listed candidates for an interview or not to make any appointment as a result of the advertisement or to recruit following this advertisement.