Job Summary
Central Treasury is a unit within Balance Sheet Management which reports to Chief Financial Officer. A Specialist in Central Treasury performs a critical role in driving bank's balance sheet via fund transfer pricing, management of funding, liquidity, and banking book. The role also has a significant contribution to the integrity of bank's liquidity and the sustainability of bank's profitability.
Job Description
1.Fund Transfer Pricing (FTP)
- Calculate and publish FTP for relevant parties in ttb and respond FTP related inquiries
- Improve FTP calculation, input and tools to enhance efficiency, accuracy and/or user interface
- Review FTP pricing and its application to ensure pricing is fair, consistent and suitable for bank business in practical manner
- Work with partners in Finance, Business Unites (BU) and ttb Analytics to project future FTP
- Review FTP policy & guideline and propose change if deem appropriate
- Communicate and promote understanding of FTP to other functions in ttb
- Initiate, manage and coordinate FTP related automation process/ project
2.Funding & Liquidity Management
- Analyze and propose funding plan both for ttb and its affiliates. Work with relevant parties to review & update bond program, issue bond and manage bond life cycle
- Monitor, clarify and reconcile bond related covenants and reports (if any)
- Build and maintain good relationship key institutional bond investors and interbank partners
- Work with ttb's liquidity management team to manage & optimize foreign currency liquidity
- Review Liquidity Contingency Plan (LCP) and perform periodic LCP test in accordance with internal and regulatory requirements
- Work with internal & external partners to identify alternative funding sources for diversification or cost reduction
3.Banking Book Management
- Work with Banking Book Investment team to monitor, re-evaluate and manage life cycle of banking book investment portfolio
- Monitor and manage foreign currency exposure in banking book
- Identify and propose banking book investment opportunities as strategic/tactical deployment of liquidity and/or capital when appropriate
- On-going update and report to management of banking book status
4.Governance, Compliance and Reports
- Review and update FTP and Banking Book governance related policy and guidelines
- Work with Risk management to monitor and report banking book KRI (Key Risk Indicators), Liquidity indicators, etc.
- Work closely with Compliance to ensure compliance with relevant rules and regulations including foreign regulations
- Review and prepare the presentation of the annual review of banking book related policies, procedures and guidelines
Job Qualifications
- Knowledge and enthusiasm in financial markets and treasury products, particularly in interest rates, credit and foreign exchange
- Numerical and analytical skills; ability to gather relevant information, formulate analytical framework, perform numerical analysis to draw conclusions
- Attention to details, ability to work accurately with commitment to quality and deadline
- Entrepreneurial spirit with a practical risk consideration
- Collaborative mind set, team working, ability to communicate (including in English) and manage stakeholders for effective results & relationships
- Understanding of relevant regulations to work with Compliance and Audit
- Ability to question current practice that can lead to change for improvement
- Ability to work cross-functional (e.g. agile team)
