Manager, Assets & Liabilities Management job at PostBank Uganda Limited (PBU) | Apply Now

General deliverables

• Plan and control the process of the balance sheet balance structure and composition.

• Monitor and evaluate the bank’s capital adequacy to ensure that its capital base supports the regulatory capital requirements.

• Ensure the timely preparation of the monthly ALCO pack and actively participate as a member of the ALCO committee.

• Conduct financial analysis of pricing scenarios for treasury management initiatives.

• Review regulatory changes and update the necessary documents & agreements.

• Output

Risk, Regulatory, Prudential & Compliance

• Collate ALCO view on rates as well as anticipated impact on NII to drive action planning to mitigate potential adverse effects.

• Obtain and update all inputs for monthly ALCO reporting. Prepare and circulate daily liquidity dashboards to relevant stakeholders, highlighting key products and client balances impacting liquidity.

• Re-calibrate all behavioural liquidity assumptions in line with policy. Run forecasting models and scenario analysis to anticipate potential future liquidity constraints and interest rate risks.

• Review and update assumptions pertaining to liquidity stress testing and associated contingency plans.

• Report and escalate liquidity, Interest Rate Risk in the Banking Book (IRRBB) and capital limit and appetite breaches to the appropriate governance structures in line with policy to manage balance sheet risk and implement remedial actions.

• In consultation with the Head of Financial Markets, review policy and report on liquidity, Funds Transfer Pricing (FTP), Interest Rate Risk in the Banking Book (IRRBB) and capital with a focus on balance sheet analysis, measurement, forecasting and budgeting.

Strategy

• Analyze opportunities and risks presented by changes in macro-economic variables.

• Proactively anticipate market and regulatory challenges as well as applicable stress scenarios in ensuring that the balance sheet is proactively managed.

• Engage with business units to understand their strategy to develop and refresh the bank’s funding and capital plan.

Financial Management

• Provide specialist advice on the liquid asset portfolio and surplus liquidity portfolio proactively, evaluating the size and composition of the liquid asset portfolio against regulatory requirements, internally determined sector or product concentrations and liquidity risk appetite and projected liquidity requirements in addition to ensuring optimal returns.

• Measure, report and manage the outcomes of each measure of liquidity, FTP, capital and Interest Rate Risk in the Banking Book (IRRBB) to ALCO and in accordance with set policies and procedures.

• Measure and review metrics for monthly reporting and review FTP reports to ensure threshold limits are within acceptable ranges, balances sheet hygiene is maintained, and anomalies are communicated to ALCO for resolution.

• Responsible for the review of FTP rates, profiling and funding curves used during forecasting and planning cycles.

• Collaborate with stress testing pillar to ensure that capital, liquidity and IRRBB stress testing are fit for purpose for input into strategic documents.