Analyst ALM Reporting

Prepare report on overcharged loans where loans booked with increased spread i.e. customer take low cost loans with high proceeds back on deposit

Report the overcharged loans where loans booked with increased spread i.e. customer take low cost loans with high proceeds back on deposits

Assist in production of regular (daily/ weekly) reports covering liquidity, interest rate gaps & MV sensitivity, long term investment portfolio and cash flow hedge evolution

Assist in production of quarterly ALCO package, including acting as secretary to the ALCO and deputizing for head of ALM when required

Assist in production of monthly “Liquidity Report” used for LCR, NCFR and Long term liquidity gap reporting, including

• Update of ‘On’ Balance Sheet items
•  Update of ‘Off’ Balance Sheet items
• Update on CFA collateral requirements

Assist in producing daily, Monthly & Quarterly ‘LCR and NSFR’ reports including

•  ‘On’ Balance Sheet Items (Multiple sub categories)
•  ‘Off’ Balance Sheet items (Multiple sub categories)
•  Update History Sheets for LCR & NSFR
•  Update Collateral Movements

Assist in preparation of disclosure on Liquidity coverage Ratio (LCR) (Pillar 3 Disclosure)

• Calculate average of daily LCR lines
• Analyze key reasons for change in LCR and maintain the records
•   Share final report with Regulatory Reporting Department for further usage in reporting

Assist in preparation of various information and reports required by Rating agencies on periodical (generally quarterly) basis

Preparation of ALM P&L

• Daily monitoring of ALM P&L
• Monthly monitoring of ALM P&L as well as reporting to ALCO
• Prepare report on distribution of LTI income after funding cost (Semi-Annual)
• Prepare report on distribution of net liquidity costs (Semi-Annual basis)

Assist in preparation of daily ALM reporting (Covering)

• Reporting of available cash for investment & Borrowing from GMG at O/N or short term
• Balance sheet evolution of ALM sources and investment

Assist to prepare and update SAMA liquidity ratio (Quarterly)

Update the SAMA liquidity ratio in communication with the Regulatory Reporting Department

Assist to update “Capital planning model” on quarterly basis.

• Update quarterly CAR
• Review Forecast CAR
• Update ICAAP tables
• Update back testing of actual CAR vs forecast CAR

Assist in preparation of ALCO reports (covering)

• Balance Sheet evolution
• IRR Gaps & Sensitivity
• FX Exposures & stress testing
•  Liquidity Gaps
• Liquidity Ratios (Contingency Funding Sources, L/D SAMA Liquidity Ratios, LCR, NSFR
•  Liquidity Costs
• Liquidity Stress Testing
•  Funding concentration of NCBDs and CBDs
• LTI Portfolio Performance & Inventory
•  ALM available cash or short term borrowing positions
• FTP evolution
•  CFH Program Reports covering basis risks and available loans for hedging
• Loans stability evolution
• NCBD & CBD stability evolution
• Monitoring of floating rate bonds not swapped to fixed rate
• Preparation of ALCO PowerPoint presentation

Provide support to other team (CIC) in preparation of TICO report

Assist in preparation of LICO reports (covering)

• Balance Sheet evolution
• ALM available cash / short term borrowing & forward simulation
• Evolution of loans and deposits (total and by business line)
• Liquidity Costs
• Preparing the LICO PowerPoint presentation

Assist in providing regular updates and reports to head of ALM, CFO and ALCO; Operational management of the Long term investment portfolios and debt issues of the Bank