Senior Professional, Treasury

Job description: Senior Professional, Treasury

Closing on: August 06, 2024 at 11:59pm (China Standard Time)
Based in: Shanghai, China
Target Market: Global recruitment

Position Objective:
The Treasury Division, under the VP for Finance, is responsible for the development of treasury and cash management policies, strategies, and plans, including fundraising from capital markets, foreign exchange, and interest rate risk management, ensuring alignment with internal policies and objectives. These services are critical to securing the Bank’s credit rating and enables the organization to have a steady pipeline of resources to fund its programs. 

This position is part of the ALM and Pricing team that is responsible for assessing and managing the NDB’s balance sheet and income statement with the objective to optimize the NDB’s financial position and minimise balance sheet risk. The team is responsible to ensure that all asset liability mismatches are identified, quantify and assess ALM risks and mitigated where necessary, conduct financial projects of the NDB’s balance sheet, assess capital adequacy, analyse net interest margin, determine the pricing for loans, and manage relationships with credit rating agencies. The incumbent will focus on the ALM functions described above and provide support to the team in other functions such as financial projects, loan pricing, and credit rating agency relations. Working through the Portfolio Management team, the incumbent will also execute derivative trades to mitigate balance sheet risks.

Purpose (Adapt) 
● Analyse and assess all risks arising from asset-liability mismatches, loan prepayments, guarantees, and other exposures.
● Tailor and adapt mitigation strategies for identified risks.
● Identify new approaches to ALM and hedging strategies.
● Identifies new approaches to conducting sensitivity analyses.
● Propose changes related policies and guidelines, and incorporate such changes in processes.
● Calculation and forecasting of risk limit utilization and identifying emerging risks.
● Tailor resource mobilization strategies and plans ensuring responsiveness to changing client needs and alignment to the Bank’s development priorities. 

Engagement (Persuade)
● Propose and execute derivative transactions through the Portfolio Management team to mitigate risks;
● Provide input to new product development;
● Participate in financial modelling, capital planning, and loan pricing;
● Provide advice on funding and investment decisions;
● Effective internal and external stakeholder engagement to grow the TPMD knowledge base.
● Engage with rating agencies with the objective to maintain or improve the NDB’s credit rating.

Delivery (Adpat the project cycle)
● Ensure objectives for net interest income from the loan portfolio and lending products are met.
● Ensure balance sheet risks are appropriately managed.

Requirements:
● Minimum 7 years of professional experience in ALM in a multilateral development bank, private sector bank, and/or financial institution.
● Master’s Degree or equivalent in a relevant professional field from a reputed university. Relevant certification/s from globally recognized certification agencies in the related field (such as CFA or FRM) would be preferred.
● Fluency in English essential to communicate in writing and speaking. Knowledge of a second language (preferably from one of the member countries) desirable.