Senior Balance Sheet Manager

Provide adequate assessment of liquidity and interest rate risk across the group via engagement with business divisions, and in-depth analysis of retail/commercial banking products.

Produce regular analysis of the bank s risk exposures

Work closely with 2nd line to explain and identify potential risks, and mitigants.

Lead the delivery of CBD s new ALM system from first line of defence

Support the build and validation of ALM models used for liquidity and IRRBB purposes

Support the delivery of key internal and regulatory documents such as Funding Plan and CFP.

Work closely with other parts of Treasury to design hedging strategies, and optimise HQLA portfolio

Lead regular working groups with all product channels to identify risks and propose market opportunities, and present regularly at ALCO

Improves, optimizes and automates processes to increase efficiency