Director, Balance Sheet
Core
Lead Great Southern Bank's balance sheet strategy and risk management, managing liquidity, funding, capital, and interest rate risk in the banking book (IRRBB) to ensure financial resilience.
Role type
Senior leadership Director of Balance Sheet
Builds
Bank's liquidity, funding, capital, and IRRBB strategies; manages liquid asset portfolio and hedging strategies
Domain
Banking / Treasury / Financial Risk Management
Deliverable
production ML models | product features | dashboards & analysis | research | client delivery | infrastructure | physical/clinical work
Required skills
Treasury risk management strategy execution, IRRBB hedging, liquidity and liquid asset portfolio management, financial modelling, macroeconomic and market analysis, ALM and Treasury dealing systems, prudential standards knowledge, team leadership and coaching, stakeholder influence and communication
Preferred skills
CFA, FRM, Masters degree
Technologies
ALM and Treasury dealing systems
Responsibilities
Lead and develop the Balance Sheet team to build capability and a risk-positive culture; Own the development, maintenance, and execution of liquidity, funding, capital, and IRRBB strategies; Manage day-to-day liquidity and funding management to meet operational cash flow requirements; Manage the liquid asset portfolio across normal and stressed scenarios; Manage IRRBB position and execute hedging strategies; Oversee counterparty credit exposures, credit reviews, and collateral management; Lead recommendations for Balance Sheet Risk Appetite; Partner with Product and Finance to execute the funding strategy; Use market research and financial analysis to inform balance sheet decisions; Prepare high-quality papers and insights for senior stakeholders and committees (ALCO, Board Risk Committee, Board)
Seniority
Director, Senior Leadership
