Job description
Description Main Accountabilities
1.
Regulatory ALM Reporting & LCR Ensure timely submission of ALM regulatory returns with data accuracy, trend analysis and risk commentary.
Analysis of ALM repricing gaps, duration risk, funding concentration, and NII sensitivity.
Implement maker-checker controls (four-eye principle) across ALM submissions.
Conduct the LCR analysis to provide guidance to Treasury on LCR to ensure consistent regulatory compliance.
2.
Market Risk Monitoring & ALCO Governance and…
