AVP, Asset, Liability, Management
3 days ago
Key Responsibilities:
- Perform balance sheet analysis on interest rate and liquidity risks.
- Review modeling assumptions for interest rate and liquidity risks.
- Monitor key risk thresholds for interest rate and liquidity risks.
- Review balance sheet hedging strategies for interest rate risk management.
- Industry benchmarking on profitability analysis.
- Analyze and review Fund Transfer Pricing (FTP) mechanism, framework and key parameters; and its impact on loan and deposit pricing and profitability.
- Prepare reporting and presentation to Group ALCO & Board.
- Engage with line of business and internal stakeholders on ALM related matters.
Our Requirements:
- Bachelor in finance, commerce or related field.
- 3-5 years relevant experience in financial industry with an emphasis on investment and risk management.
- Strong analytical, modeling and problem-solving skills.
- Good understanding of complex products in the balance sheet.
- Possess strong interpersonal skills as he/she will interact across the firm with multiple lines of business.
- Commitment to accuracy and detail oriented.
Mid-Senior level
Employment typeFull-time
Job functionOther and Sales
IndustriesBanking
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