Executive Manager - Treasury IRRBB

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About the business area

Treasury offers a diverse range of conventional and Islamic banking solutions and is responsible for the Group’s funding, investments, and centralised risk management activities. It manages the Bank’s borrowings, issuance of debt securities, and use of derivatives to mitigate financial risk, while investing in a range of instruments, including green bonds, short-term placements, and corporate and sovereign debt securities.

We are actively seeking an ambitious professional to join our team at ADCB to work alongside passionate colleagues who share your ambition to redefine excellence in UAE banking.

In this role, your key responsibilities include:

• Prepare and run thematic analyses, both quantitative and qualitative, acting as the key contributor on the strategic management of interest rate positioning in order to support ALCO needs.
• Provide functional support and thematic analyses on balance sheet usage and efficiency, interest rate hedging analysis and strategy, return optimisation opportunities to ensure accuracy of data used for final decisions.
• Provide technical inputs in the development and enhancement of forecasting and scenario planning tools in order to comply with regulatory standards.
• Be responsible for interest rate risk quantification methodology and assumptions in order to report on findings and recommendations.
• Develop replicating portfolio strategies, introducing duration of equity concepts in order to reflect the interest rate risk of various balance sheet items.
• Develop structural hedging strategies and provide recommendations to ensure the optimal management of interest rate exposure.
• Conduct research and generate periodic forecasts and scenarios as required in order to provide inputs and guidance on research and data gathering.
• Support IRRBB transformation, capability enhancement and adoption of best practice to ensure compliance to Bank and CBUAE regulations.