About the function and position:
Responsibilities and tasks:
Strategically manage the bank's EMEA balance sheets from liquidity perspective
Identify risk arising from risk free rate products and establish the bank’s policy / procedures including managing day-to-day running
Identify risk arising from Net Interest Income and establish the bank’s policy / procedures including managing day-to-day running
Managing production / leading improvement of reports to aid management understanding on prudential position.
Development of EMEA Fund Transfer Pricing (FTP) and monitoring of head office FTP
Ensure regulatory compliance over liquidity by investigating and understanding any relevant prudential regulatory updates and items
Coordinate management committees and regulatory development in the bank.
Good knowledge of the latest regulatory requirements in liquidity risk management, FTP, risk free rate development, strategic balance sheet management preferably derived from experience in a Treasury department
Strong ability to handle and analyse large amounts of data
Ability to build and maintain existing models using SQL, VBA, databases etc
Self-starter and ability to work both independently and well together as a team
High level of accuracy, thoroughness, and attention to detail
Minimum bachelor’s degree in a quantitative subject preferred (Physics, Maths, Engineering)
Systems understanding and technical ability.