Support the HOD in preparing and reviewing Asset Liability Management reports and Liquidity Risk assessments for committee meetings.
Assist in managing the Asset Liability Management system, including monthly data uploads, reconciliation from core banking systems, and updating system configurations for new financial products or interest rate benchmarks.
Monitor interest rate and liquidity risk exposures to ensure alignment with internal policies, board-approved risk limits, and regulatory requirements.
Perform scenario analysis and stress testing to evaluate the financial impact of changes in loan or deposit rates on the Company's balance sheet and liquidity position.
Contribute to the annual review of market and liquidity risk frameworks, including behavioural assumptions for deposit rollovers, loan prepayments, and maturity gap analysis.