Head of Balance Sheet Optimization and Solutions - Securitization and Capital Solutions Asia

Key Responsibilities

• Client engagement
  • Proactive in client engagement and invester interafce, and new products and solutions
  • Key interface for investor client discussions where we deliver investor solutions related to our Balance Sheet
• New Product Development:
  • Collaborate with the SCSA and ASDV teams to develop new products and solutions
  • Work closely with the business heads on assessing risk and capital impacts from new products as the ASDV product suite increases
  • Work with the SCSA Team on potential liquidity generative trades such as Structured notes, Structured Deposits to fund future portfolio growth
• Capacity creation and risk mitigation:
  • Drive balance sheet velocity by prioritizing lower quality or lower return assets for sale and hold CMA distribution team accountable for loan sales
  • Utilization of credit protection tools to protect for idiosyncratic and portfolio exposure considerations
  • Manage the Credit Risk Insurance capacity currently in CMA. Utilize insurance for risk and capital relief
  • Structure and maintain Significant Risk Transfer (SRT) structures to create risk and capital relief
• Pipeline management:
  • Centralized pipeline control and management
  • Assessment of cross-sell and ancillary revenue opportunities for each financing opportunity
  • Reporting and forecasting of financial resources
• Exposure suitability:
  • Assess the suitability of new credit exposures, ensuring alignment with the Bank’s risk appetite
• Financial Resource Management:
  • Centralized Management of capacity, utilization, returns of key financial resources of Funded Assets (FA), RWA and other critical resources
• FA & RWA management:
  • Managing the allocation of FA and RWA resources including pipeline management, RoE monitoring and control
  • Close alignment with SPDAP and Head Office on FA and RWA capacity, forecasting and utilization
  • RWA, FA and Leverage Ratio Exposure optimization to deliver balance sheet velocity, revenue and return enhancements
  • RoE methodology, calculation, monitoring and management on resource utilization across individual deals and portfolio
• Liquidity management:
  • Establish and oversee the portfolio’s liquidity management function, responsible for forecasting and optimizing liquidity metrics including advising on structuring of deals in most efficient way
  • Drive the optimization of the Net Stable Funding Ratio (NSFR), Liquidity Coverage Ratio (LCR) and internal liquidity metrics across the portfolio
• Portfolio monitoring:
  • Enhance centralized risk and counterparty monitoring to enable early warning and proactive risk measures

Job Requirements

• 20+ years’ experience in senior Finance and/or Risk Management roles in major international financial institutions, with proven front office exposure and investor/client engagement.
• Experience managing complex, large-scale portfolios of at least USD 20bn of RWA and balance sheet assets.
• Expert knowledge of Basel 3.1 / finalisation standards and related accounting treatments; strong understanding of capital, liquidity, and credit portfolio risk management.
• Proven leadership experience, including developing senior specialists in a matrix environment.
• Proven track record in a Front Office environment, supporting Business Heads with financial deep-dives, budgeting, and revenue forecasting.
• Strong judgement, stakeholder management, and communication skills.
• Strong understanding of credit risk, risk management, financial analysis, and balance sheet management. Strong track record as first line of defense in delivering risk discipline.