Job Description
Responsibilities
- Oversee daily liquidity management, ensuring adequate balances in the Bank’s Nostro accounts to meet all funding and settlement obligations.
- Monitor and manage funding gap positions to optimise liquidity utilisation and revenue generation.
- Manage interest rate risk using instruments such as FX swaps, interest rate swaps, and futures to optimise portfolio P&L.
- Monitor market developments (rates, spreads, FX basis) and adjust positioning accordingly.
- Identify opportunities to enhance yield through relative value, duration positioning and funding arbitrage within desk limits.
- Execute transactions across Sovereign, supranational, and agency bonds (SSAs), Repo and Money Markets.
- Prepare the Bank’s daily cash flow positions.
- Produce liquidity projection reports to support regulatory and internal risk compliance requirements.
- Perform SORA rate contributions in accordance with regu...