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Asset and Liability Manager
Please note - This is a 12 month FTC (fixed term contract)
Liquidity Risk Management
Act as subject matter expert on liquidity matters for the Bank.
Treasury input into the annual Internal Liquidity Adequacy Assessment Process (ILAAP).
Ownership of Early Warning Indicators dashboard.
Oversight and review on liquidity stress testing.
Ownership of the creation of a High-Quality Liquidity Assets (HQLA) securities portfolio including ongoing monitoring and reporting on portfolio composition and performance.
Recovery Planning
Ownership of a number of recovery options.
Treasury input into the annual refresh of the Recovery Plan and Wind Down Plan.
Asset Liability Management Committee
Ownership of secretarial responsibilities of the monthly Asset Liability Management Committee ensuring concise, accurate and timely reporting.
Foreign Exchange
Management of FX exposures in a multicurrency balance sheet; minimising P&L impacts and maximising liquidity generation.
Interest Rate Risk Management
Oversight of Interest Rate Risk in the Banking Book monthly sensitivities.
Responsible for oversight of net interest income and net interest margin; including the pricing of deposits in the bank.
Experience/Qualifications
5+ years treasury experience in a banking environment.
Third level qualification in a relevant subject (e.g. business, finance, etc.); Masters and/or relevant professional qualifications would be an advantage; with a Treasury qualification beneficial.
Skills/Disposition
Strong (internal) customer focus.
Strong compliance and procedural focus.
Excellent interpersonal, verbal and written communication skills.
Strong presentation and analytical skills.
Ability to work on own initiative.
Ability to effectively manage and prioritise multiple activities with competing deadlines.
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