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Assistant Manager Finance Liquidity and ALM

بواسطة Emirates NBD
دبي دبي >
وظائف شاغرة وظائف شاغرة >
خدمات مصرفية ومالية خدمات مصرفية ومالية >
التفاصيل
https://dbzstatic-a.akamaihd.net/.dist_a901fc9c85469d54b6f174ed27b081c6e94e86e5/ 9459241

التفاصيل: نُشِر بتاريخ: 26 ديسمبر 2017

  • اسم الشركة: Emirates NBD
  • نوع التوظيف: دوام كامل
  • الراتب الشهري: غير محدد درهم
  • الحد الأدنى من خبرة العمل: 2 - 5 سنوات
  • الحد الأدنى من مستوى التعليم: بكالوريوس
  • صاحب الإعلان: صاحب العمل
  • المستوى المهني: مدير

الوصف:

Department Description:

Provide a group wide oversight on measuring and monitoring the Asset Liability ManagementALM including Funds Transfer Pricing
Monitor report and assist formulation of the organizational ALM policy framework including Funding Liquidity Risk Policy Interest Rate Risk in Banking Book and Funds Transfer Pricing

Brief Description:

The role requires monitoring the ALM risk profile against internal threshold and limits with respect to Liquidity Risk Interest Rate Risk in Banking BookIRRBB and Basel metrics. The job holder needs to analyze the ALM profile of the Banks Balance Sheet and provide extensive modelling support behavioral analysis and scenario analysis to support ALCO decision making. The role requires managing the Funds Transfer PricingFTP method and results in alignment with the approved FTP method.

Also, the role entitles an in-depth understanding of Basel regulations on Liquidity Risk management and Interest rate Risk in banking Book and conceptual understanding of Funds Transfer Pricing framework. The job holder will support the implementation and regular monitoring of Basel metrics on Liquidity IRRBB viz LCR NSFR EVE EAR associated models*.

At the same time, the role requires maintaining, managing the ALM system with respect to the data input, quality rules, model maintenance, to ensure system output is aligned with the ALM risk monitoring objectives and approved FTP method. The role also requires to support various ALM projects and strategic initiatives as required from time to time.

The job holder needs to engage with stakeholders across business within Group Finance, oversee branches subsidiaries and manage ALM system through IT and vendor liaising.

Relevant work experience of 2 to 4 years will be essential

Detailed Description:

Daily review & analysis of ALM position through daily LCR, Gap reports & scenario results for Group, International locations & subsidiaries.
Review & analysis of ALCO pack which includes limit monitoring, stress results, CFP triggers & behavioral gap movement. Perform similar analysis for sub-ALCO pack at Group & entity level.
Review, Monitor & manage the publication of FTP rates at customer level, analysis and funding center review, Cost of Liquidity analytics
Analytics on ALM profile, Model Sensitivity & perform Scenario analysis on key ALM metrics e.g. LCR, NSFR, EVE & EAR, Optionality assessment on banking book, Forward looking ALM position e.g. dynamic gaps, Forecasting of key ALM metrics, FTP forecasts and projections & Other Adhoc analysis

Ensure ALM & FTP policy implementation to monitor compliance with thresholds through ALM system

Manage ALM Projects on system enhancements, overseas branches addition, Cross functional projects impacting ALM, Other projects & initiatives

Ensure ALM & FTP system are calibrated to capture ALM information from source system and Maintain FTP rules in alignment with ALCO approved FTP method. Extensive Vendor/IT liaising

Ensure Data Control with respect to accuracy & completeness, quality & reasonableness of ALM computations and cash flows. Manage ALM database & structure to support advanced analytics

Support Basel III implementation with respect to LCR, NSFR, EVE, EAR & related models at Group & entity levels

Provide Business Support on ALM & FTP matters Liaising with Performance & Business Finance on actuals, budgets, related areas, FTP for new product variants & Assist for NII hedging strategy

Job Requirements:
As per JD

Additional Details:
As per JD



Qualifications :

Essential:

Bachelor's degree
Industry experience 3-5 years
Functional experience 1-3 years
Relevant technical knowledge
Good interpersonal skills
Strong analytical skills, effective communication & team player
Project Management skills/experience/exposure
Desirable:

CA, CFA, CMA (equivalent)
Regional experience (GCC) 3-5 years

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