Senior Balance Sheet Manager Commercial Bank of Dubai

Employer Active

Posted 4 hrs ago

Experience

5 - 10 Years

Education

Any Graduation()

Nationality

Any Nationality

Gender

Not Mentioned

Vacancy

1 Vacancy

Job Description

Roles & Responsibilities

Job Purpose:

Provide adequate assessment of liquidity and interest rate risk across the group via engagement with business divisions, and in-depth analysis of retail/commercial banking products.


Principal Accountabilities:


Produce regular analysis of the bank s risk exposures


Work closely with 2nd line to explain and identify potential risks, and mitigants.


Lead the delivery of CBD s new ALM system from first line of defence


Support the build and validation of ALM models used for liquidity and IRRBB purposes


Support the delivery of key internal and regulatory documents such as Funding Plan and CFP.


Work closely with other parts of Treasury to design hedging strategies, and optimise HQLA portfolio


Lead regular working groups with all product channels to identify risks and propose market opportunities, and present regularly at ALCO


Improves, optimizes and automates processes to increase efficiency

Desired Candidate Profile

Education and Experience


Graduate in Economics or Finance or other quantitative subjects


Minimum 5 years of working experience in Treasury or Treasury Risk for a retail/commercial bank.


Proven successful completion of projects related to Treasury/ALM domains


Experience in working with large data sets, and producing analysis in Excel.


Experience in R/Python is a strong plus

Department / Functional Area

Keywords

  • Senior Balance Sheet Manager

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