Market Risk Management – Asset Liability Management
Salary undisclosed
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Simplified
- Generate ALM risk reports for management and regulatory reporting purposes
- Analyse ALM risk exposures to determine trends and the basis of variances in exposures
- Contribute to stress testing as part of enterprise-wide and thematic stress tests
- Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions
- Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding
- Conduct regular methodology and policy review in alignment with regulatory and industry development
- Participate in user testing of the ALM system as part of system enhancements and parameter updates
- 1-3 years of related experience in the reporting and management of liquidity risk, IRRBB or SFX risk management, for e.g. related to MCO, LCR, NSFR, or gap, PV01, NII and EVE
- Candidates with reporting experience in other risk domains can be considered
- Analytical, attentive to detail, and comfortable with handling data on Microsoft Excel and presenting results in tabular and chart format
- Coding, dashboarding and automation skills would be a plus
- Generate ALM risk reports for management and regulatory reporting purposes
- Analyse ALM risk exposures to determine trends and the basis of variances in exposures
- Contribute to stress testing as part of enterprise-wide and thematic stress tests
- Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions
- Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding
- Conduct regular methodology and policy review in alignment with regulatory and industry development
- Participate in user testing of the ALM system as part of system enhancements and parameter updates
- 1-3 years of related experience in the reporting and management of liquidity risk, IRRBB or SFX risk management, for e.g. related to MCO, LCR, NSFR, or gap, PV01, NII and EVE
- Candidates with reporting experience in other risk domains can be considered
- Analytical, attentive to detail, and comfortable with handling data on Microsoft Excel and presenting results in tabular and chart format
- Coding, dashboarding and automation skills would be a plus