Join a purpose driven winning team, committed to results, in an inclusive and high-performing culture.

The role:

Balance Sheet Management (BSM) within Group Treasury is responsible for developing policies and strategic framework for the Bank’s Structural Interest Rate Risk (SIRR) and Structural Foreign Exchange Risk (SFER). This team plays an active role in developing and implementing initiatives to manage dynamic exposures due to embedded optionality and customer behaviors. As ALM strategies involve use of both on and off-balance sheet products, which can entail significant complexity, this team acts as a central point of contact for developing and operationalizing processes by collaborating with multiple stakeholders in Finance, Risk, Accounting policy, capital management, Hedge accounting etc. The team is also responsible for reporting to senior management and various bank Asset & Liability committees (Alco). The Associate Director, ALM Strategy will be respons...