Senior Manager Balance Sheet Management
The Role Responsibilities
- Assess impact of critical Capital & liquidity Ratios, Floors and calibration of entity Risk Appetite
- Review the Capital & Liquidity computation engines and results to ensure that CRWA, LCR & NSFR are reported accurately in accordance to the regulations for the franchise
- Provide regulatory interpretations to ensure that the Bank's Capital, CRWA, LCR and NSFR is complaint with the regulations
- Continually enhance the control environment to maintain robust processes around reconciliation, data quality and adjustments ensuring complete and accurate reporting of the Bank's capital and liquidity position.
- Work with Finance Operation Transformation 'FOT' and Information Technology Operations 'ITO' to implement appropriate solutions to ensure that computation and reporting of CRWA, LCR & NSFR from the capital and liquidity engines remains updated or to deliver requirements
- Test and implement solutions for capital & liquidity reporting schedules for both Pillar I and III reporting.
- Work closely with Capital Centre of Excellence 'Capital COE' and GFS teams to test and establish a Target Operating Model 'TOM' for the reconciliation of exposures, collateral and limits. Ensuring end to end reporting solutions of Pillar I and III are established and supported as part of the TOM.
- Work closely with business/treasury markets to explain RWA, CAR, LCR, NSFR drivers and product & portfolio level consumption of capital and liquidity to drive strategic balance sheet direction.
- Ensure adherence to all internal policies and external regulations and establish a robust governance process.
- Contribute to solutioning and building capabilities for MIS purposes
- To work with team to further develop stress testing and recovery and resolution capabilities
- Facilitate engagement with the external Ratings agencies
- Liaise with external and internal auditors
Our Ideal Candidate
Apply now to join the Bank for those with big career ambitions.