Director/Manager, Asset Liability and Capital planning and Reporting

My client is looking for someone to oversee the following:

Strategic

• Develops the overall strategy for asset liability management & capital management (ALCM) strategy to achieve the target balance sheet structure in line with the growth and risk targets of the Bank.
• Develop and monitor implementation of department's policies, procedures and processes.
• Ensures the timely implementation of the requisite infrastructural/operational changes and technological advancements to support ALCM in line with the bank's strategy
• Monitor performance of the department against KPIs on a regular basis.

Operational

• Lead the preparation of the ALCO pack data inputs in a timely and accurate manner.
• Analyze the ALCM profile and recommend actions to ensure optimum balance sheet structure balancing risk with reward.
• Evaluate funding needs for banking and trading book based on short-term maturity gaps and balance sheet projections. Assess stability, cost and risk profile of various funding sources.
• Formulation and implementation of the internal control framework, guidelines, policies and procedures for the functioning of the ALCM function and ensure appropriate control mechanisms for the same.
• This includes policies relating to Funds Transfer Pricing, Liquidity Premium, Interest Rate Risk Behavioralisation, Liquidity Recharge and liquidity management ratios (LCR / NSFR).

Specialist Skills / Technical Knowledge Required for this role:

• Strong interpersonal and team working skills and an ability to work effectively at all levels of the organization; able to build relationships and network effectively and gain broad respect throughout the organization
• Ability to multi-task and work under pressure; flexibility with last-minutes challenges/changes
• Strong sense of professionalism and integrity
• Ability to work comfortably with different cultures, backgrounds and skills
• Entrepreneurial ability and energy to visualize, develop and execute plans
• Excellent verbal and written communications skills
• Bilingual preferred (English, Arabic)
• Postgraduate degree (e.g. Master Degree)