HO - Head of Balance Sheet Management

Responsibilities:

Balance Sheet Strategy & Governance

• Develop and execute the bank's balance sheet strategy aligned with business goals and risk appetite
• Optimize balance sheet structure to enhance profitability, capital efficiency, and liquidity resilience
• Provide strategic recommendations to senior management and ALCO

Asset & Liability Management

• Oversee ALM frameworks, policies, and limits
• Manage structural interest rate risk, repricing gaps, and duration mismatches
• Monitor interest rate risk in the banking book (IRRBB)
• Lead or co‑lead ALCO meetings, including preparation of recommendations and decisions

Liquidity Risk Management

• Ensure compliance with liquidity risk regulations and internal limits
• Oversee daily and structural liquidity positions
• Manage liquidity stress testing and contingency funding plans
• Monitor key metrics such as LCR, NSFR, and internal liquidity ratios

Capital Management & Planning

• Support regulatory and economic capital optimization
• Lead balance‑sheet‑related inputs into ICAAP, stress testing, and capital planning
• Assess balance sheet impact of strategic initiatives, growth plans, and new products
• Coordinate with Finance and Risk on capital adequacy and utilization

Funds Transfer Pricing (FTP)

• Design and maintain the FTP framework to ensure correct risk‑based pricing
• Ensure effective allocation of liquidity and interest rate costs to business units
• Support transparency and risk‑adjusted performance measurement

Funding & Market Coordination

• Work closely with Treasury on funding strategy, including deposit mix and wholesale funding
• Assess funding concentration, maturity profiles, and cost of funds
• Provide balance sheet impact assessments of funding initiatives

Risk, Regulatory & Compliance

• Ensure compliance with local central bank regulations and international standards (e.g., Basel)
• Lead balance‑sheet‑related regulatory submissions and examinations
• Act as a key point of contact for regulators, auditors, and internal control functions

Leadership & Stakeholder Management

• Lead and develop the Balance Sheet Management/ALM team
• Partner with Treasury, Finance, Risk, and Business Units
• Translate complex balance sheet risks into clear business insights for senior leadership

Requirements:

• Bachelor's degree in Finance, Economics, Accounting, Mathematics, or related field
• Master's degree or professional certifications (CFA, FRM, PRM) preferred
• At least 10 years experience in ALM, Treasury, Risk Management, or Finance within a bank
• Proven exposure to balance sheet strategy and ALCO decision‑making
• Strong knowledge of banking regulations and risk frameworks
• Deep understanding of: Balance sheet analytics/Liquidity and funding risk/IRRBB and interest rate modeling/Capital adequacy and stress testing
• Experience with ALM systems and financial modeling tools
• Excellent communication and stakeholder management skills