Asset and Liability Manager

Qualification/s Required:

• A qualified actuary or CA preferable with a min. of 7 years’ experience in a major financial services institution, 5 years of which in a Treasury Banking/Capital Markets function.

Experience Required:

• At least 5 years’ experience in a Treasury Banking/Capital markets function within a banking or investment management institution, specifically in ALM i.e., techniques and practices
• Experience operating at a senior level and building relationships with ALCO and Executive level stakeholders, internally and externally
• Experience leading a major change management initiative within an organization
• Experience in the preparation and reporting and presentation of risk metrics to the ALC

Banking Book

• Deep understanding of NII, EVE, market value, EaR and VaR
• Good knowledge of market risk and hedging instruments, including IRS and FEC’s.
• Good knowledge of ROE best practice i.e. Capital allocation, Credit, Reserving (Cash and Prudential cost recovery) and FTP (cost of funding, NSFR and LCR)
• Formulation and maintenance of key framework policies pertinent to the ALM function
• Proactive management and hedging of the bank's entire interest rate risk exposures in line with policy and risk appetite.

Trading Book

• Formulation and maintenance of the Trading Book policy
• MtM accounted

ALM system

• Advanced proficiency in excel, program languages and implementation of an ALM system
• Strong quantitative skills, comfortable building models, managing large amounts of data, and analyzing the output to identify trends or present solution