Team Leader - Finance (ALM)

The Team Leader - Finance (ALM) have the following responsibilities

• Review periodic and ad-hoc reports and updates with respect to the ALCO pack.
• Assist in the implementation of ALCO decisions by participating in joint workshops with business units and control functions of the Bank.
• Assist in the provision of, and submit for review, variance and driver analysis of key ALM metrics and measures to support management decision-making processes.
• Prepare pre and post-impact analysis reports of key balance sheet metrics at request of manager with respect to proposed or validated positioning, immunisation and optimisation strategies as per the risk appetite of the Bank.
• Conduct testing, perform maintenance and periodic updates of customer behaviours parameters as supported by data insights for ALM purposes.
• Monitor on a periodic basis unfolding of potential vulnerabilities in behavioural assumptions that could impact financial and data models underpinning product tenor costing and rewards.
• Run ALM dashboard on a periodic basis, investigate material variances including those related to system rejects or new General Ledger codes creation.
• Run ad-hoc and periodic simulation and what-if processes within the ALM system and extract reports for further analysis and monitoring.
• Ensure alignment of ALM internal reports with external BoM reports and investigate material variances.
• Assist the manager in driving FTP input into budgeting and planning process and analyse planned funding and business developments and its impact on balance sheet posts and indicators.
• Run statistical reports on exposure management.
• Assist the manager in 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.
• Prepare on a periodic basis, or following amendment to the FTP framework, relevant reports to substantiate results to the business line leaders and other related stakeholders.
• Ensure discrepancies in yield curves are promptly notified to the manager, investigated and resolved with the collaboration of other market data operators within the Bank.
• Discuss impact on operations with manager and assist in the implementation of changes in response to guidelines issued by regulatory authorities as well as with regards to adherence to internal bank's frameworks.
• Comply with all internal policies and external regulations as per set governance process.
• Compile data extracts and preliminary reports and discuss with ALM Manager so as to properly address queries from internal/regulatory/ external auditors.
• Promptly report any irregularities arising in the cluster to the attention of the 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 enhance ALM and related monitoring and 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.
• Perform reporting and other validated FTP and ALM changes in relation to the impact of new product proposals.
• Prepare reports and preliminary analysis to support governance forums and implement decisions related to administrative matters.
• Ensure proper filing and archiving of documents in respect of responsibilities allocated.