BSF1215 - Senior ALM Analyst

Business Group: Banking (BSF)
Function: Corporate Planning & Control
Location: Riyadh, Saudi Arabia
Closing Date: 15-Aug-2010
Position:

Within the ALM Department in Corporate Planning and Control Division, the Senior ALM Analyst should assist the Department Head, contribute in the different ALM analyses regarding interest rate and liquidity positions of the Bank and their transfer pricing between different Business Lines and report the corresponding positions within ALCO guidelines and Treasury and Investment Committee decisions. 

 

Person:
  • Analyse and monitor the overall interest rate risk and liquidity position of the Bank in compliance with Basel II Pillar II framework
  • Ensure the accuracy of the interest rate and liquidity transfer pricing between Business Lines within BSF systems within ALCO guidelines in the Bank systems
  • Follow the different concentrations of balance sheet assets & liabilities
  • Participate in the elaboration of any new model for improving the reporting and follow-up of ALM aggregates
  • Participate in the preparation of ALCO package
  • Backup the other team members in the daily issuance of transfer pricing rates between Treasury and other Business Lines for transaction below the board ceiling amount according ALCO guidelines

 

Experience:
  • Expertise (at least 5 years) in ALM or Treasury functions,
  • Good financial mathematical and accounting background,
  • Ability to analyze and synthesize numerous data,
  • Experience in an IAS39 environment,
  • Very good command of Excel, Business Object queries and Powerpoint,
  • Fluent in English ; Arabic would be a plus,
  • Good team spirit.

 

Qualifications:
  • Educated at least to Bachelor level in a mathematical discipline