Head| Treasury Risk| South Asia

Role Responsibilities Strategy. Act as the 2LOD to the Treasury function and performs a Risk advisory role to ensure the balance sheet across capital, liquidity and interest rate risk on the banking book is protected via risk management and review and challenge of 1LOD processes and provides recommendations to key committees and senior management. The role both partners with the 1LOD to provide a better risk outcome and optimisation of balance sheet/PnL whilst at the same time providing a strong 2LOD with independent objective recommendations and staying close to regulatory feedback in strengthening risk management and resilience for the relevant balance sheets. Business. Responsibilities across primary focus areas: Liquidity Challenge current liquidity risk footprint, for a safer and less expensive balance sheets. This includes the management of stresses to withstand both market and name specific stress events. Funding Enable the creation of a strategic funding plan in partnership with the first line, removing costly and more risky funding products. Regulatory Prudently oversee and review regulatory metrics including LCR, NSFR, Leverage, CET1 and Total Capital. Capital Working with the 1LOD to establish BAU and stressed CET1 and leverage benchmarks and credible management action plans IRRBB Proactively manage interest rate risk with the 1LOD, guiding them to both minimise inherent balance sheet volatility and to stabilise income. Treasury Markets Review and challenge current TM portfolio of HQLA/non-HQLA and short-term interbank exposure, supporting regulatory requirements, managing surplus liquidity and balancing returns with risk appetite with particular focus on FVOCI risk appetite Provide effective challenge and expertise to the business on managing liquidity, funding, capital, IRRBB and market risks. To