Senior Treasury Manager

Responsibilities

• Prepare review and distribute daily, weekly, Monthly ALCO reports and present it to senior management and other stakeholders.
• Ensure the accuracy and completeness of the data used in the reports and review the assumptions along with methodologies used in the reports to make sure they are consistent with the company's policies and CBUAE requirements.
• Manage and oversee the daily operations of the treasury including cash management, foreign exchange hedge, investment, and funding risk to ensure compliance with internal policies, CBUAE requirements, and best practices in treasury management.
• Liquidity Gap Analysis, monitor liquidity levels and prepare the reports for senior management, treasury, and ALCO members.
• Interest rate Gap Analysis, measuring interest rate risk sensitivity, NII and economic value.
• Measuring and Forecasting liquidity and funding ratios based on business requirements and Assets and Liabilities maturity profile and supporting dealing desk to keep acceptable level of High Liquid Assets.
• Prepare the Daily & monthly report related to IRRBB, Liquidity and Funding Risk to present in monthly ALCO meeting.
• Conduct liquidity and NII stress testing.
• Validate the P&L of the trading book activities.
• Calculate VaR FX open position and other marketable investment and highlight any significant increase or limit breach for VaR.
• Monitor and analyze the financial markets, economic trends, and interest rate movements to identify opportunities and risks for the company's cash and investments.
• Ensure that the Liquidity and IRRBB framework comply with regulatory requirements.
• Ensure that the Market & Liquidity Stress testing Models in place and comply with regulatory requirements.

• Bachelor's degree in finance, economics, or a related field.
• At least 5 years of relevant experience in ALCO reporting, treasury management, or risk management.
• Excellent skills in office package and VBA.
• Familiar with CBUAE regulatory requirements.