Asset, Liability and Capital Management (ALCM), Data Science & Analytics Manager

Tasks

• Analyze deposit concentration and funding requirements
• Create capital plan and scenario analysis
• Drive efficiency through automation and AI enablers
• Enhance analytical capabilities with stakeholder teams
• Ensure compliance with asset liability management guidelines
• Implement ALCM FIM
• Manage ALCM returns submission
• Manage ALM audit and inspections
• Monitor liquidity and funding limits
• Perform LCR projection analysis
• Prepare and review fund transfer policy
• Present updates to senior management
• Support ALCO meetings preparation
• Support management of liquidity funding IRRBB and capital risks
• Support streamlining and transformation initiatives

Perks/Benefits

• N/A

Skills/Tech-stack

Alteryx | Artificial Intelligence | Asset-liability management | Automation | Capital planning | Data Mining | Data Structures | Funding ratio | IRRBB | Liability management | Liquidity Risk | Low Code | Microsoft Excel | Power Query | Python | Qlik Sense | SQL | Scenario Analysis | Streamlining | Tableau | VBA