Head of Balance Sheet Management

About the role

Bank ABC is looking for a senior leader to head its Group Balance Sheet Management function at the head office in Bahrain. The role will define and execute the balance sheet strategy, overseeing asset‑liability management, liquidity, capital efficiency and risk‑adjusted returns in line with strategic and regulatory objectives.

Key responsibilities

• Own and continuously improve the Active Balance Sheet Management framework, including policies, limits and governance across capital, liquidity, IRRBB and structural risks.
• Develop and steer the Group balance sheet strategy covering asset‑liability structure, funding mix, capital efficiency and capacity to support strategic and financial objectives.
• Lead forward‑looking balance sheet forecasting, scenario modelling and stress‑testing to assess impact on liquidity, funding, capital and regulatory metrics.
• Oversee structural liquidity and funding profile, define funding strategy across sources, tenors, currencies and concentration limits, and monitor key liquidity metrics (LCR, NSFR, survival horizon).
• Drive optimisation of risk‑weighted assets, leverage, cost of funds and RAROC methodology to enhance risk‑adjusted returns.
• Champion fund transfer pricing discipline and embed cost of funds and liquidity considerations into business decisions.
• Act as core contributor to GALCO and senior management forums, providing guidance to country ALCOs and ensuring compliance with regulatory ALM and liquidity frameworks.

Required profile

• Extensive senior‑level experience (10+ years) in balance sheet management, ALM or treasury within a banking environment.
• Proven track record of developing and implementing balance sheet, liquidity and capital strategies at a group level.
• Strong understanding of regulatory requirements (Basel III, IRRBB, LCR, NSFR) and stress‑testing frameworks.
• Ability to influence senior stakeholders, lead cross‑functional teams and communicate complex financial concepts clearly.
• Advanced analytical and quantitative skills with a results‑oriented mindset.

Required skills

• Asset & Liability Management (ALM)
• Liquidity risk management (LCR, NSFR)
• Capital efficiency analysis
• Risk‑adjusted return on capital (RAROC) methodology
• Stress testing and scenario analysis
• Fund Transfer Pricing (FTP) design and implementation
• Balance sheet forecasting and modelling