Vice President/Head - Treasury Risk Reporting - BFS

Team lead :

- Lead a small team of experts and further develop the team's overall responsibilities

- Ensure that the team meets all requirements and deadlines relating to the reporting activities and that the processes and controls meet operational risk standards

- Liquidity risk reporting and analysis

- Collect and aggregate cash flow data into a Liquidity Reporting & Analysis database

- Produce and maintain the regular liquidity stress test calculations and reports for the major legal entities and business units of company (based on a comprehensive liquidity risk modelling and reporting application)

- Produce and maintain free funding reports for major legal entities

- Contribute towards the maintenance of company's liquidity stress test and limit framework

- Contribute to the maintenance of the liquidity modelling parameters

- Support liquidity planning process and provide funding ladder input

FX risk reporting and analysis :

- Collect and aggregate FX exposure data into a Treasury Management System

- Contribute to the preparation of the monthly FX exposure reports, covering various different risk metrics and coordinate the calculations of stress loss and VaR numbers with Risk Management

- Support the continuous roll forward of the Net Investment Hedge Exposure and the review corresponding quarterly P&L calculation

- Capital management reporting

- Contribute to the capital reporting processes, covering different capital measurement metrics

About the team :

- As a Treasury Risk Reporting Head, you will lead a small team of experts and manage a comprehensive part the data collection, modelling and aggregation process for cash, liquidity, FX and capital related reporting processes for company Group and its major legal entities.

- You will contribute to the further development of the team's overall responsibilities and ensure that the team meets all requirements and deadlines relating to the reporting activities and that the processes and controls meet operational risk standards

- As part of your responsibilities you will liaise with data providers across different functions and communicate data submission requirements and deadlines to ensure timely and consistent data delivery.

You will manage data collection, aggregation and modelling steps in the relevant systems and contribute to the analysis and the reporting of the results. This requires a close collaboration with the data providers, the subject matter experts as well as Treasury IT.

- Contributing to the further development of the data modelling and reporting infrastructure as well as developing a certain area of data modelling expertise (e.g. with regard to the investment portfolio, collateral and cash management activities will also be part of your remit.

About You :

- Bachelors or Masters in quantitative field such as finance, economics, engineering or natural sciences, strong preference for CFA or equivalent

- 10+ years of experience in Treasury or Risk Reporting operations,

- People Management experience and strong leadership background

- Strong understanding of asset, liquidity and cash flow analysis including aspects of currency. Know how on liquidity and reporting.

- Experience in Analysis and reporting of capital positions across regions and legal entities, Knowledge on the essentials of capital adequacy and connection with regulatory requirements and dividend capacity needs.

- Strong understanding of US GAAP, Local statutory valuations and Economic Value management valuations

- Experience in working with risk modelling tools, analysing scenarios of liquidity and capital planning and reporting them

- Strong experience in dealing with large data sets and integration, knowledge of programming language like Java or equivalent is an added advantage

- Experience and know-how in applying advanced reporting and data analytics tools. Understand how to structure such tools with different levels of aggregation to enable efficient and multi-dimensional analysis and reporting

- Excellent written and verbal communication skills

- Proficient in MS Excel and MS PowerPoint