Business Planning & Analytics (ALM & FTP) - MGN Pakistan

Review and update the ALM policy, ensuring governance around ALM process

IRRBB analysis

Keep oversight of key developments/escalations from IBG ALCO 

Monitor recovery plan triggers

In depth analysis of Net interest margin (NIM) on monthly basis to ALCO

Perform bank wide Fund Transfer pricing (FTP) analysis . 

Produce P&L analysis, funding center profit distribution and handle all adhoc analysis requirements of the funding center.

Produce Group ALCO pack on monthly basis

To automate reports in coordination with IT to improve operational efficiency.

To play a a key role in the new management reporting projects

Ensure FTP systems are in compliance with the FTP policy

Guide overseas finance teams in FTP analysis and policies

Annually refresh policies on FTP / ALM and other related policies like Group Capital Allocation policy, RAROC policy

Review bank level capital and overseas branches capital position and prepare periodic reports for ALCO

Have in depth understanding of RAROC and produce quarterly analysis of RAROC

Provide adhoc analysis requested by ALCO in complex areas, such as deep dive analysis into NIM, peer analysis on capital ratios, liquidity related, etc.

Comply with Interest rate risk in banking book (IRRBB) standards 

Review and update the ALM policy, ensuring governance around ALM process

Specific focus on in-depth analysis, timely submission of presentations, , improving efficiency and maintaining/enhancing controls in FTP and ALM 

To publish a consolidated view of the funding center including diverse and complex revenue streams like investments and money market. Responsibility to reconcile this P&L with management books.

Modeling and scenario testing in FTP to simulate various new policy changes and bring out innovative solutions for complex situations .

Coordinating automation initiatives in coordination with IT in brining new innovations and automation initiatives 

To prepare ALCO pack accurately and ensure that sufficient internal controls are maintained.

To produce FTP P&L for UAE and Overseas for Annual Plan

Prepare RAROC analysis – bank wide and publish the results to Group ALCO

Perform analysis on capital adequacy, capital efficiency – group level and overseas branches

Chartered accountant with 10-12 years of banking experience in areas of management or financial reporting

Ability to write codes to automate various excel based reports preferred. Excellent PC skills and should be seamlessly able to work with all Microsoft application, in specific excel and power point and PowerBI

Excellent understanding of the back end systems and complexities of FTP/ALM processes.

Good knowledge of interest rate risks & liquidity risks of various banking products

Strong interpersonal skills to coordinate with cross functional teams in projects and delivering to expectations of key stakeholders.

Capable of understanding & communicating in a clear and concise fashion with various senior business group executives & other stakeholders across the bank on issues concerning transfer pricing, ALM and projects