Job Description
Roles & Responsibilities
Job Description
• Review and recommend changes to UAE and international FTP policy, methodology, and curves.
• Translate business insights, industry practices, and/or regulations into effective FTP policies.
• Interface with key business stakeholders to understand industry and customer behaviour.
• Source, design, and build FTP curves to reflect true funding and hedging costs for the bank.
• Review internal risk transfer and ensure that risks are accurately transferred to the rightful desks.
• Identify basis risks across the bank s balance sheet and identify rightful owners of the basis.
• Provide BAU training to the business to reinforce business understanding of the FTP policy