VP - Liquidity Planning Analytics

Bank ABC seeks to recruit an VP – Liquidity Planning & Analytics in the Group Balance Sheet Management Department based in our Head Office, in Bahrain.

The VP – Liquidity Planning & Analytics will be responsible for the below:

• Structural liquidity planning and analysis of key liquidity metrics, develop ILAAP etc.
• Funding and structural liquidity planning, Funds Transfer Pricing, optimisation of Liquidity metrics, and maintain Contingency funding plans
• General activities relating to effective optimization of liquidity across ABC network
  
  

Responsibilities of the role:

Reporting to the Group Head of Balance Sheet & Liquidity Management (GBSM), the job holder will be required to:

Liquidity Planning

• Develop and implement the Bank’s Liquidity planning and risk management framework to include the following:
  • Development and maintenance of the Bank’s liquidity and funding plan
  • Preparing liquidity and funding projections including impact of business growth assumptions
  • Setting limits on intra-group funding lines and promote self-funded balance sheets across the Group
  • Defining tenor limits and portfolio caps for certain types of assets as appropriate
  • Develop B/S modeling tools to assess forward looking liquidity metrics to assist with the development of liquidity management actions
• Develop and maintain the Bank’s Internal Liquidity Adequacy Assessment Process (ILAAP) to include the following:
  • Assess the Bank’s internal liquidity position
  • Defining governance and management for the liquidity and funding risk
  • Incorporate elements of Liquidity stress tests and scenario analysis, as needed
  • Incorporating Contingency Funding Plan elements as needed
• Review business implications arising from regulatory changes on liquidity and funding.
  

Structural Liquidity Planning and Analytics

• Review of existing funding mix, cost of funds associated with business portfolios and provide suggestions for diversification of the Bank's funding mix;
• Review of liquid asset buffers, HQLAs, LCR and NSFR and recommend appropriate mix of liquid portfolio to optimize earnings drag while maintaining liquidity metrics
• Conduct depositor analysis and provide planning input in shaping the Bank’s funding strategy;
• Develop secured funding limits and assess adequacy of pool of available collaterals;
• Undertake behavioral studies of non-maturity products and off balance sheet items
• Review and update FTP methodology and recommend the setting of appropriate liquidity premia in consultation with Group Treasury.