Proactive in client engagement and invester interafce, and new products and solutions
Key interface for investor client discussions where we deliver investor solutions related to our Balance Sheet
New Product Development:
Collaborate with the SCSA and ASDV teams to develop new products and solutions
Work closely with the business heads on assessing risk and capital impacts from new products as the ASDV product suite increases
Work with the SCSA Team on potential liquidity generative trades such as Structured notes, Structured Deposits to fund future portfolio growth
Capacity creation and risk mitigation:
Drive balance sheet velocity by prioritizing lower quality or lower return assets for sale and hold CMA distribution team accountable for loan sales
Utilization of credit protection tools to protect for idiosyncratic and portfolio exposure considerations
Manage the Credit Risk Insurance capacity currently in CMA. Utilize insurance for risk and capital relief
Structure and maintain Significant Risk Transfer (SRT) structures to create risk and capital relief
Pipeline management:
Centralized pipeline control and management
Assessment of cross-sell and ancillary revenue opportunities for each financing opportunity
Reporting and forecasting of financial resources
Exposure suitability:
Assess the suitability of new credit exposures, ensuring alignment with the Bank's risk appetite
Financial Resource Management:
Centralized Management of capacity, utilization, returns of key financial resources of Funded Assets (FA), RWA and other critical resources
FA & RWA management:
Managing the allocation of FA and RWA resources including pipeline management, RoE monitoring and control
Close alignment with SPDAP and Head Office on FA and RWA capacity, forecasting and utilization
RWA, FA and Leverage Ratio Exposure optimization to deliver balance sheet velocity, revenue and return enhancements
RoE methodology, calculation, monitoring and management on resource utilization across individual deals and portfolio
Liquidity management:
Establish and oversee the portfolio's liquidity management function, responsible for forecasting and optimizing liquidity metrics including advising on structuring of deals in most efficient way
Drive the optimization of the Net Stable Funding Ratio (NSFR), Liquidity Coverage Ratio (LCR) and internal liquidity metrics across the portfolio
Portfolio monitoring:
Enhance centralized risk and counterparty monitoring to enable early warning and proactive risk measures
Job Requirements
20+ years experience in senior Finance and/or Risk Management roles in major international financial institutions, with proven front office exposure and investor/client engagement.
Experience managing complex, large-scale portfolios of at least USD 20bn of RWA and balance sheet assets.
Expert knowledge of Basel 3.1 / finalisation standards and related accounting treatments; strong understanding of capital, liquidity, and credit portfolio risk management.
Proven leadership experience, including developing senior specialists in a matrix environment.
Proven track record in a Front Office environment, supporting Business Heads with financial deep-dives, budgeting, and revenue forecasting.
Strong judgement, stakeholder management, and communication skills.
Strong understanding of credit risk, risk management, financial analysis, and balance sheet management. Strong track record as first line of defense in delivering risk discipline.
