Senior Executive, Non-Traded Risk

  • Salary + Bonus
  • Singapore
  • Permanent, Full time
  • Maybank Singapore
  • 15 Nov 17 2017-11-15

Vigilant monitoring and proactive management of ALM risk parameters relating to liquidity and interest rate risks

Responsibilities

  • Vigilant monitoring and proactive management of ALM risk parameters relating to liquidity and interest rate risks
  • Testing and deployment of ALM systems enhancements intended to improve ALM monitoring ;
  • Collaborate efficiently with business units and control functions of the Bank such as Finance and Group Corporate Treasury to achieve desired deliverables
  • Interpret and implement guidelines issued by MAS relating to regulations ie. MAS649 LCR, MAS652 NSFR and MAS IRRBB Pillar 2 notices
  • Support the delivery of management information like ALCO and Enterprise Risk Dashboard (ERD)/Key Risk Indicator (KRI) decks
  • Assist in review and update of risk policies, guidelines and limits

 
Requirements

  • Degree in Finance, risk management, quantitative Finance
  • Minimum of 5 years of work experience in ALM, risk management product control 
  • Knowledge of liquidity risk management including related risk metrics (e.g. LCR, NSFR Basel III ratios, Stress testing, behavioral modelling)
  • Good communication and interpersonal skills. Ability to interface with people at varied skill and seniority levels
  • Good Analytics and thinking skills
  • A high level of professional competence and able to work independently
  • Good knowledge of VBA programming skills
  • Ability to process large amount of data and make extractions from various systems