Treasury IRRBB Manager

Beacon Search, Inc.; Abu Dhabi; On-site; AED 200,000 - 300,000; Full time

Job summary

A financial services firm in Abu Dhabi is seeking a Treasury IRRBB Manager to assist in managing Interest Rate Risk in the Banking Book. The role involves coordinating with Treasury, developing long-term strategies, and ensuring effective communication regarding market positioning. The ideal candidate will have strong analytical skills and experience in treasury management.

Responsibilities

• Manage the IRRBB position to ensure effective transfer from business units to Treasury.
• Lead investment duration of equity and propose positioning versus peers.
• Collaborate with Treasury Execution on market outlook and guidance.
• Develop long-term strategies to improve P&L related to IRRBB.

Job description

Overview

Treasury IRRBB Manager

To assist in the bank’s strategy on Interest Rate Risk in the Banking Book (IRRBB), focusing on:

• Managing the IRRBB position of ADCB to ensure effective transfer from business units to Treasury.
• Leading the investment duration of equity and regularly proposing positioning versus market expectations and peers to provide guidance and facilitate accurate information sharing.
• Collaborating with Treasury Execution to provide guidance and feedback regarding IRRBB externalisation and market outlook, maintaining up-to-date knowledge.
• Developing long-term strategies to improve P&L related to the bank's IRRBB, leveraging medium-term investment opportunities in equity.