Head of Balance Sheet Management is responsible for strategic oversight and optimization of the bank’s balance sheet, ensuring effective management of assets, liabilities, capital, liquidity, and interest rate risk. The role aims to support sustainable growth, profitability, and regulatory compliance while maintaining financial resilience.

Responsibilities:

Balance Sheet Strategy & Governance

• Develop and execute the bank’s balance sheet strategy aligned with business goals and risk appetite
• Optimize balance sheet structure to enhance profitability, capital efficiency, and liquidity resilience
• Provide strategic recommendations to senior management and ALCO

Asset & Liability Management

• Oversee ALM frameworks, policies, and limits
• Manage structural interest rate risk, repricing gaps, and duration mismatches
• Monitor interest rate risk in the banking book (IRRBB)
• Lead or co‑lead ALCO meetings, including preparation of recommendations and decisions

Liquidity Risk Management

• Ensure compliance with liquidity risk regulations and internal limits
• Oversee daily and structural liquidity positions
• Manage liquidity stress testing and contingency funding plans
• Monitor key metrics such as LCR, NSFR, and internal liquidity ratios

Capital Management & Planning

• Support regulatory and economic capital optimization
• Lead balance‑sheet‑related inputs into ICAAP, stress testing, and capital planning
• Assess balance sheet impact of strategic initiatives, growth plans, and new products
• Coordinate with Finance and Risk on capital adequacy and utilization

Funds Transfer Pricing (FTP)

• Design and maintain the FTP framework to ensure correct risk‑based pricing
• Ensure effective allocation of liquidity and interest rate costs to business units
• Support transparency and risk‑adjusted performance measurement

Funding & Market Coordination

• Work closely with Treasury on funding strategy, including deposit mix and wholesale funding
• Assess funding concentration, maturity profiles, and cost of funds
• Provide balance sheet impact assessments of funding initiatives

Risk, Regulatory & Compliance

• Ensure compliance with local central bank regulations and international standards (e.g., Basel)
• Lead balance‑sheet‑related regulatory submissions and examinations
• Act as a key point of contact for regulators, auditors, and internal control functions

Leadership & Stakeholder Management

• Lead and develop the Balance Sheet Management/ALM team
• Partner with Treasury, Finance, Risk, and Business Units
• Translate complex balance sheet risks into clear business insights for senior leadership