Vice President, Asset Liability Management, Group Treasury & Markets

JOB PURPOSE

To assist the Head of ALM, SVP of ALM & Money Market and Head of Treasury on Bank’s liquidity and balance sheet management

Managing cost of funding
 Ensure the Bank’s cost of fund is at optimal level.

Accountabilities

Analyze the desk’s spread on daily basis in order to ensure the stability of income and effectiveness of funding without jeopardizing the Bank’s liquidity.
 Ensure that daily deposit maximum rates to be quoted by MM Sales Desk and branches are updated according to bank’s liquidity requirements and as per instructed by Head of ALM.
 Sourcing Funds through Interbank Money Market (IIMM) by transacting Murabahah borrowing, issuing NIDC, SBBA/ CCM, etc.
 Investing all surpluses through IIMM (CMP, NIDC or RSBBA/ RCCM) or through participating in Islamic Money Market Tender issued by BNM.

Daily MYR Position.
 Ensure the bank’s liquidity position is intact i.e. the bank is able to honor all its commitments

Accountabilities

Managing the Bank's daily position by monitoring the daily cash inflows and outflows.
 Monitoring the daily IBG windows 4 and 5 as well as Weekend and public holidays settlement windows and ensure sufficient funds to cover any cash shortfall.
 Keying-in deals in the Treasury system.
 Notify via emails to corporate clients as and when there are dividends payable or mature securities

BILOB Position
 Ensure BILOB’s liquidity position is intact i.e. BILOB is able to honor all its commitments

Manage BILOB’s position and funding requirements by sourcing funds from Inter-desk (Swap Desk) and Corporate Customers as well as managing inter-bank non-MYR deposits.

NOSTRO Account Management
 Ensure the bank’s Nostro account is sufficient to fund for daily operation without keeping idle amount in the account.
Reports and SOP documentation
 Ensure to update SOP

Manage Foreign Current Account (FCA) intraday movement by extracting data from IT and requesting all branches to inform Treasury if there is any intraday FCA withdrawal
 Extracting uncleared draft report to ensure that the Nostro account’s balances are sufficient to pay out any obligations.
 Raise interdesk deals with FX Trading to stabilize the bank’s FX profit/loss
 Create macro and checkers to increase the timeliness of performing Nostro management without compromising its accuracy.

Reports and SOP documentation
 Ensure to update SOP

To continuously update relevant standard operating procedure (SOP) documentation to allow new users to be acquainted with standard procedures uniformly.

System Upgrade
 Ensure timely implementation of new system or system upgrade.

Assist in managing new projects related to implementation of new system or system upgrade.

Ensure the compliance of the Statutory, Internal Liquidity Requirements
 To ensure that the banks comply with the statutory requirement, other liquidity ratios (LCR, NSFR, MCO, EVE) and managing K-account

Manage the Bank's Daily SRR
 Update fortnightly SRR as per confirmation from Regulatory Reporting Department of Finance Division.
 Update daily Statutory Reserve opening balance so as to tally with Rentas I Link system figures
 Manage drawdown of SRR for provision of IBG cash flows on daily basis
 Execute drawdown/top up of SRR to ensure that SRR limit is complied
 Managing the K account and ensuring the amount kept in K account is adequate for daily settlement.
 Ensuring securities are tagged correctly in the Treasury system upon confirmation from Portfolio Management

To ensure that all code of conduct and guidelines are observed and comply in all dealing activities

Report to Head of Treasury, SVP of ALM & Money Market or Head of ALM the latest liquidity position during Liquidity Crisis Management.
 Any duties/assignment as and when directed/assigned by Head of Treasury, SVP of ALM & Money Market or Head of ALM from time to time.
 To uphold integrity and professionalism in the conduct of business, affairs and activities, including all aspects of treasury operations and activities.
 To ensure all dealings are concluded based on Shariah compliant contracts that have been approved by the Shariah Advisory Council.
 To be responsible and accountable to all the transactions concluded and in conducting the daily business activities.
 To observe the principles and standards in the BNM Code of Conduct policy document in dealings in other markets within or outside Malaysia.