Standard Chartered Bank - Head - Asset Liquidity Management

JOB PURPOSE

Managing the firm's Balance Sheet with respect to Liquidity/ Funding, Interest Rate and FX risk to ensure that the firm is sufficiently funded and can withstand liquidity shocks to both the financial system as a whole, as well as those specific to the firm. Responsible for leading the development & implementation of the Treasury strategy including asset liability management, regulatory investments, transfer pricing, management of interest rate etc.

KEY RESPONSIBILITIES

- Design key treasury policies (such as capital structure, liquidity management, risk management etc.) and processes for front-end and back-end activities

- Manage day-to-day treasury activities such as cash flow management, long-term and short-term investment, risk management, including implementation of cash management systems to optimize efficiencies

- Manage structured liquidity risk - measure and monitor liquidity position under normal operational conditions as well as more extreme stress scenario basis designed test stress tests and contingency plans

- Manage asset/liability profile with a focus to reduce funding cost. Capitalize on arbitrage opportunities to reduce costs.

- Definition of models and strategies to manage market risks arising from the book (i.e. interest rate risk, foreign currency risk, credit risk etc.) and development of strategies to maximize NIM while remaining within limits. This would including ensuring that there is a proper assessment of short term and long term risks

- Develop and maintain a liquidity limit infrastructure that is aligned to strong compliance with domestic and internal regulation thereby supporting/enhancing Credit Ratings.

- Undertake pricing, valuation, and behavioural analysis of all Balance Sheet products in order to ensure a fully integrated risk analysis

- Undertake continual analysis of the balance sheet, leading to recommendations on strategic hedges to protect and enhance NIM (Net Interest Margin) and overall financial performance.

- Undertake impact analysis of business line product pricing proposals on NIM and Liquidity/Funding positions

- Develop, review, and improve liquidity contingency plans using ongoing analysis and monitoring of liquidity flows

- Maintain a Funds Transfer Pricing methodology on an ongoing basis which should consider international/domestic developments whilst also ensuring consistency with overall strategic business and economic objectives.

- Ensure there are appropriate and documented internal controls policies and procedures in place - monitoring regularly to incorporate regulatory and policy change

- Ensure compliance and audit issues are controlled and that policy and procedures are documented.

KNOWLEDGE/SKILLS/EXPERIENCE

1. Management graduate in finance/ economics with relevant working experience.

2. Knowledge of and experience in treasury/ ALM / hedging and risk management/ investment and portfolio management across banking or financial institutions

3. Understanding of financial markets