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FT-3086-JC878-Senior Analyst ALM Reporting

Riyadh, Saudi Arabia Posted 2022/06/12 15:01:47 Expires 2022-07-12 Ref: JB4530296

Job Description

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

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
  • Preparation of ALCO PowerPoint presentation
  • Provide support to other team (CIC) in preparation of TICO report
  • Assist in preparation of LICO reports
  • 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


  • Degree educated, preferably in subjects covering accounting or finance.
  • 3+ years of relevant experience in treasury or Asset & liability Management (ALM)
  • Knowledge of financial services covering both retail and business banking products
  • Knowledge of Treasury instruments (e.g. money market and capital markets as well as derivatives)
  • Knowledge of ALM systems (e.g. KRM, CPP, QRM)
  • Knowledge of ALM techniques and conventions
  • Knowledge of settlement and MI systems (e.g. Kondor, Reuters, Bloomberg)

Job Details

Job Location Riyadh, Saudi Arabia
Job Role Other
Employment Type Employee
Number of Vacancies 1

Preferred Candidate

Career Level Mid Career

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