Vice President, Treasury Analytics and Hedging, Group Corporate Treasury
Core
Lead analysis and profiling of structural interest rate and liquidity risks for the Group's commercial banking book, formulate hedging recommendations, and support senior management decision-making.
Role type
Senior IC Vice President, Treasury Analytics and Hedging
Builds
Structural interest rate and liquidity risk profiles, Net Interest Income (NII) simulations, and approved hedging strategies
Domain
Banking, Corporate Treasury, Asset and Liability Management
Required skills
Structural interest rate risk analysis, Liquidity gap analysis, Net Interest Income (NII) simulation, Financial modelling, Statistical analysis, Data analytics, Strategic hedging formulation, Stakeholder collaboration
Preferred skills
Python, Advanced Excel, PowerPoint
Technologies
Python, Microsoft Excel, Microsoft PowerPoint
Responsibilities
Lead production and analysis of repricing gap and structural liquidity gap profiles, Perform NII simulations under various interest rate scenarios, Assess impact of behavioural assumptions on balance sheet risk, Formulate and recommend structural interest rate hedging strategies, Coordinate implementation of approved hedging strategies, Establish ongoing monitoring of hedge performance and recommend rebalancing actions
Seniority
Senior, hands-on IC
