As Senior Treasury Analyst within Corporate Treasury, you will be accountable in a direct supporting role for the preparation and submission of large Internal and Regulatory Project Reporting (such as ILAAP, ICAAP, Recovery Plan, QIS & EU Wide Stress Testing, SRB, etc) and related key information of the bank and its related affiliates to Regulators, Executive Management, shareholders and ad hoc stakeholders on an annual basis or upon demand.
What will you do?
Capital Management
- Direct co-ordination of the dividend plan and capital restructuring for RBCIS Bank and its relates affiliates
- Work with Capital Measurement to gauge that RWAs are efficient and define and address any gaps. This would cover the annual ICAAP and Recovery Plan documentation.
- Assess & present new business initiatives to gauge capital, liquidity & IRRBB implications and prepare ad hoc capital plan to CT Senior Mgt.
- Ownership for the annual capital & funding plans and the setting of internal capital targets. Present results to CT Senior Mgt & at ALCO
- Produce & present the quarterly centralized capital oversight
Structural Interest Rate in the Banking Book
- Develop and propose policy amendments in response to new business initiatives, identify appropriate amendments that reflect changes in regulatory requirements including ECB recommendations (OSI/SREP).
- Ensure integrity of the interest rate risk management process, including transformation assumptions, modelling and reporting. Present findings to CT Senior Mgt
- Co-ordinate the quarterly IRRBB STE and semi-annual CSSF reporting. Present the final results to CT, GRM & Finance Senior Mgt
Asset and Liability Management
- Balance sheet measurements and monitoring. Present any concerns to CT Senior Mgt.
- Analyze strategic initiatives and evaluate liquidity implications to comply with prescribed regulatory requirements and enterprise-wide liquidity framework and prepare ad hoc funding plan. Present findings and recommendations to CT Senior Mgt.
- Prepare & co-ordinate the annual funding plan as part of the ILAAP review cycle
- Management of intra-group placements and identify possible opportunities
- Contribute to the balance sheet optimization
- Support for the annual ILAAP coordination/project plan
ALCO/Other committees
- Produce papers/pack and act as secretary for ALCO, LCT and ILAAP Steerco. Take full ownership of each Committee.
- Produce supportive materials and CT Management information pack for ExCo the Bank and its affiliates
- Review papers for completeness and accuracy and make recommendations for improvement.
Governance, Policies, Supervision
- Maintain and develop Corporate Treasury policies including Pillar 3 policy, Capital Management Policy, Dividend Policy, Investment Policy, Intra-Group Lending Policy, LRFTP Policy and IRRBB policy
- Direct involvement in the annual maintenance of ICAAP, ILAAP, Recovery Plan, ECB Stress Testing work, ECB data collection (STE) and Pillar 3 disclosure
- Assist for all communication on Capital, Liquidity, funding and IRRBB related matters with the regulators. Coordinate input/feedback from other key stakeholders including GRM, Finance and CT Senior Mgt
- Coordinate Internal Audit process. Address any audit issues.
- Contribute to update of the annual financial statements, Long Form Report
- Organize the sign off process of the Risk Reporting
What do you need to succeed?
- Have to 2 to 5 years' experience in treasury regulatory management role or a CT regulatory measurement reporting role.
- Have detailed knowledge of financial & capital position of a significant bank
- Well-informed effective management information to allow senior management to take decisions that benefit Corporate Treasury
- Scope, complexity, risk associated with projects
- Represent Corporate Treasury within RBCIS Bank and its affiliates
- Implement policies and safeguard RBCIS Bank Group's interest within the context of regulatory environment and RBC as a whole
- Significant ongoing involvement with enterprise-wide initiatives including projects and business planning.
- Office environment with good access to technology, communications and good internal governance policies, conducive to the successful fulfilment of the mandate.
- The work requires strong analytic and risk management practice, requiring logical thinking and attention to details. There is also a significant amount of meeting and mail-based communication of practices.
- The work requires significant attention to detail, multi-tasking and strict time pressures. The work also requires strong adaption to regulatory development and changes.
