Associate Director, Liquidity Risk Management, Treasury

Job Summary

Treasury works closely with senior management, the businesses, Country CEOs / CFOs, and Finance to manage and promote the bank's liquidity, capital, and balance sheet position. Treasury is laser-focussed on its vision to be Open, progressive and trusted, working commercially with our partners to create sustainable value by balancing the supply and demand of liquidity and capital.

Within Treasury (which comprises Capital, Liquidity & Markets), the Treasury Liquidity function is responsible for driving the strategic liquidity agenda and Interest Rate Risk in the Banking Booking (IRRBB).

The Associate Director Liquidity Risk Management, India hub will support the Head of Liquidity Risk Management in advancing the Group's balance sheet risk management and optimisation agenda for Liquidity Risk Management (LRM). For LRM, the hub will co-lead to establish and implement an effective framework for measuring and monitoring funding and liquidity risk across the Group and throughout the stress continuum both in BAU to Recovery & Resolution planning (RRP).

Skills and Experience

Degree in Finance (MBA) / Economics / Quantitative fields from a reputed institution.

Finance Professionals (Qualified Chartered Accountant) or Certifications like FRM, PRM or CFA is advantageous

Over 7+ years proven experience in Treasury Liquidity, Balance Sheet Management, Asset & Liability Management and/or Finance / Risk with strong understanding of FTP, Funding & Liquidity Regulation, Balance Sheet & Sources / Uses of Funding from top-tier banks / consultancy firms

Familiarity with banking book and trading book products and their impact on balances sheet, as well as funding requirements that arise from off-balance sheet positions

Good knowledge of cash flow modelling, liquidity risk, predictive models, trade simulations and Funds Transfer Pricing (FTP) mechanisms.

Experience in data analysis, data architecture, data transformations, building end to end inhouse data flows (pipes) from source to output, in a bank environment is advantageous

Ability to understand, define and articulate business requirements in a clear, precise manner (with project management experience is advantageous).

Ability to think objectively and commercially to help identify solutions to potential problems or emerging risks on the horizon via funding simulations and contingency planning

Experience with writing and presenting qualitative papers and presenting a plan, and reasons for deviations to that plan to Executive/Board level.

Ability to scope and conduct data intensive numerical studies and present the results in a concise and clear manner to audiences.

Able to work independently yet a great team player.

Role Specific Technical Competencies

Balance Sheet Management

Funding & Liquidity Risk

Funding & Liquidity Regulations

People management

Interest Rate Risk in the Banking Book

Funds Transfer Pricing

Product / Business Knowledge

Strategic Change Leadership

Financial Reporting and Performance Management

Planning, Modelling, Forecasting

Banking Technology Infrastructure