VP- FTP Policy
First Abu Dhabi Bank
- Abu Dhabi
- Permanent
- Full-time
- Review and recommend changes to UAE and international FTP policy, methodology, and curves.
- Translate business insights, industry practices, and/or regulations into effective FTP policies.
- Interface with key business stakeholders to understand industry and customer behaviour.
- Source, design, and build FTP curves to reflect true funding and hedging costs for the bank.
- Review internal risk transfer and ensure that risks are accurately transferred to the rightful desks.
- Identify basis risks across the bank's balance sheet and identify rightful owners of the basis.
- Provide BAU training to the business to reinforce business understanding of the FTP policy.
- Support the business with FTP pricing and forecasting on both new and existing products.
- Support the Head of FTP with BSMCO, B-ALCO, G-ALCO related papers and initiatives.
- Master's and/or Bachelor's degree in Accounting, Finance, or any related discipline.
- CFA, FRM, or CA professional qualifications will be preferred.
- Minimum 8 years of experience in banking balance sheet FTP and/or NIM analyses.
- Strong experience in FTP and/or ALM functions in a major international bank.
- Experience with implementation of a major ALM/FTP system such as QRM, KRM, FIS, etc.
- In-depth knowledge of international and regional liquidity and capital regulations.
- Experience in dealing with senior stakeholders across business and enablement functions.
- Fluent in spoken and written English and professional business communication skills.
- Strong sense of ownership with ability to work independently with limited supervision.
- FTP subject matter expert with experience in best practice FTP for a complex and global balance sheet.
- Responsible for reviewing and recommending GL-level FTP practices and curves by line of business.
- Responsible for ensuring that interest rate and liquidity risk transfers are accurate at desk-level.
- Responsible for periodic delivery of FTP training to Business Heads, Product Managers, RMs, etc.