Assets and Liabilities Manager

Job Description

This role will be responsible for developing best-in-class Asset/Liability (ALM) strategy and quantitative analytics to support the management of the bank's assets and liabilities profile. In addition, the role will also be responsible for the portfolio management of Treasury's various investment portfolios including the capital portfolio.

Job Description

Are you someone who can

• Deliver and own best-in-class analytics frameworks and capability to support the management of the bank's ALM profile across all ALM mismatches.
• Identify, aggregate and measure the bank's on-going ALM mismatches including: interest rate mismatches (in all its guises including fixed-v-floating, basis, etc) in the banking book, liquidity mismatches and structural foreign currency mismatch.
• Deliver ALM modelling, research and insights for bank-wide use including Treasury, governance via ALCCO and business. (This will include liability behaviour,...