Manager Balance Sheet Management

About the role

The Manager Balance Sheet Management will support senior management and the Assets & Liabilities Committee (ALCO) by overseeing balance‑sheet reporting, operational risk, and regulatory compliance. This role ensures accurate data, effective implementation of Basel III guidelines, and robust risk monitoring across the bank.

Key responsibilities

• Understand and support the implementation of the Fund Transfer Pricing (FTP) mechanism.
• Report operational risk issues, losses, and conduct quarterly stress testing.
• Implement Basel III capital and liquidity guidelines and prepare related reports.
• Prepare monthly and quarterly contractual, behavioural, and repricing gap analyses.
• Maintain records for Key Control Sampling Assessment (KCSA) activities and report control weaknesses.
• Monitor macro‑environment changes for ALCO discussions.
• Perform daily balance‑sheet and trial‑balance reviews, ensuring data accuracy through cross‑department coordination.
• Track limit breaches, prepare regulatory reports, and ensure liquidity‑risk policies are applied.
• Assist the Financial Controller and CFO with recovery and resolution planning.

Required profile

• Strong knowledge of balance‑sheet management and operational risk frameworks.
• Experience with Basel III implementation, liquidity risk, and regulatory reporting.
• Ability to conduct stress testing and gap analysis.
• Excellent analytical skills and attention to detail.

Required skills

• Fund Transfer Pricing (FTP) methodology
• Basel III capital and liquidity standards
• Stress testing techniques
• Regulatory reporting processes
• Liquidity risk management