Asset and Liability Manager

Employer
VTB Capital
Location
London, United Kingdom
Salary
Competitive
Posted
Jun 10, 2019
Closes
Jun 15, 2019
Ref
5765839
Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Principal Responsibilities

This is an independent role with limited day to day supervision. The incumbent will be expected to manage their own time and conform to strict deadlines. Exposure will be given to various market instruments and hedging techniques and strategies. Currently the role has no direct reports but does involve a great deal of interaction with the wider Bank.
  • Liquidity and cash management ensuring best practice and adherence to regulatory limits at all times
  • Best price execution of transactions for funding and cash management
  • Analysis of cash ladders and other MI to highlight any potential breaches and risks.
  • Nostro Balance management and cash flow forecasting
  • Internal transfer pricing operational process
  • Represent Treasury at the operational level for new business / product implementation
  • Provision of holiday and sickness cover for VTBCT Zug Treasury function
  • To risk manage positions in accordance with the firms risk limits and risk procedures
  • To be aware of and familiar with the firms risk policies and procedures
  • Any employee holding a significant harm function in VTB is expected to have extensive risk management experience
  • To be aware of and familiar with the firms risk policies and procedures


Key Competencies & Qualifications
  • Finance or numerate Degree is desirable
  • Preferably CFA qualified
  • Financial institution experience, preferably in treasury / liquidity role
  • Experience in FX markets and other financial instruments dealing
  • Knowledge of UK Liquidity Regulation
  • Trading system experience (Calypso / Murex)
  • Proficient in Excel


Typical Decisions taken by Job Holder

The role does not have any financial targets but Treasury are required to minimise execution costs and maintain a deminimus annual P/L

The job holder will take decisions on best execution pricing and required Regulatory Asset profile.

Other details:

The role is based within the Treasury dept. of VTB Capital plc in London. Although part of the wider Finance function the Treasury team consists of a total of 4 staff currently.

Title Associate Director

The role is based within the Treasury dept. of VTB Capital plc in London. Although part of the wider Finance function the Treasury team consists of a total of 4 staff currently.

The role requires the holder to manage the liquidity and daily cash management requirements of the Bank to ensure adequate liquidity is available in the required currency at the correct time.

Without this function being correctly performed the Bank would not be able to support the wider trading activities of the Front office / Client activity.

The key challenge of this role is ensuring efficient management of limited resources, whilst still providing maximum flexibility to the Bank's trade execution / sales teams and minimizing costs.

The key deliverables of the role are:
  • Production of timely and accurate MI
  • Compliance with internal policies (treasury, credit / market risk and management) and Compliance with external limit policies (PRA)
  • Efficient trade execution with low cost impact

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