Treasury – ALM, FX & Money Markets

Job Purpose

Key Accountabilities

• Operational Management of the Bank’s Balance Sheet Risks
• Assist in managing liquidity, market risk limits, and regulatory liquidity ratios.
• Day to day responsibility of Nostro management - Cash flow position report preparation
• Nostro transfer booking and squaring of liquidity positions and requirements.
• Ensure that interbank placements are within authorized credit limits.
• Cover FX (spot and forwards) positions arising from customers’ trades.
• Manage the bank’s funding positions of all currencies and actively monitor and manage/cover the Net Open Position.
• Prepare relevant Investments and Treasury reports when needed.
• Assist in periodic publication of FTP and deposit rates when needed.
• Assist in achieving financial budgets through:
• Source low cost of funds / optimize secured collateral utilization.
• Execute and book a range of money market, foreign exchange, fixed income, or derivative deals.
• Judiciously place surplus funds with authorized counterparties.
• MIS reporting
• :
• Assist in preparation of monthly Investment Committee and ALCO updates.
• Reconciliation for internal and Central Bank reporting.
• Manage relationship with treasury’s internal and external stakeholders:
• Support Wealth Management, Asset Management, Investment and Treasury teams as
• required.
• Assist Internal Audit and Compliance for their treasury related requirements on a timely basis.
• Adherence to regulations, policies, and guidelines:
• Ensure adherence to regulatory and internal Treasury related policies, guidelines, limits, and related requirements.
• Help manage liquidity from Interbank, FX & repo markets as well as secured and unsecured lines of credit.
• Assist in managing business continuity plan.
• System testing, improvements, and periodic QA.

Treasury Relationships & Business Development

• Manage counterparty limits, documentation requirements viz., A/c opening and KYC formalities, GMRA, ISDA, credit facility agreements, etc.
• Manage and oversee Central Bank facilities & products pertaining to Treasury.
• Enable development of new treasury products and processes.

Qualification

• Bachelor’s degree in economics, Finance or Accounting.
• Pursuing or completed professional qualification such as CFA or FRM preferred.

Essential

• Attention to details.
• Positive attitude.
• Team player.
• Clear communication and relationship building skills.
• Critical and strategic thinking.
• Problem solving ability.
• Multitask under pressure.
• Flexible to work under various situations.

Desirable

• Proficiency in MS Office with advanced knowledge of Excel and good presentation skills.
• Hands on with Bloomberg, deal booking systems and MIS.
• Strong understanding of treasury products and financial markets.
• Familiar with the Central Bank & local regulations, Dealing, FX Global Code, liquidity, and market risk management.

Experience

• 5 years minimum experience in Treasury front or middle office, Finance & Accounting, Operations, or similar roles in a financial institution.