MGR/AVP, Market Risk Management, Asset Liability Management

OCBC Bank; Singapore; On-site; SGD 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a dedicated professional for their Asset Liability Management team. In this role, you will contribute to the management of the bank's balance sheet and liquidity requirements by analyzing asset liability risks. You will generate risk reports, analyze exposures, and participate in stress testing, all while collaborating with various business units. This position offers a competitive base salary and a comprehensive suite of flexible benefits tailored to diverse lifestyles, alongside industry-leading learning and professional development opportunities. If you are analytical and detail-oriented, this is the perfect opportunity to make an impact in a dynamic environment.

Benefits

Flexible Benefits

Learning and Development Opportunities

Competitive Base Salary

Qualifications

• 1-3 years of experience in liquidity risk or SFX risk management.
• Strong analytical skills and attention to detail are essential.

Responsibilities

• Generate ALM risk reports for management and regulatory purposes.
• Streamline processes and improve reporting accuracy through automation.

Skills

Liquidity Risk Management

Interest Rate Risk in the Banking Book (IRRBB)

Structural Foreign Exchange (SFX) Risk Management

Data Analysis

Attention to Detail

Microsoft Excel

Coding Skills

Dashboarding Skills

Automation Skills

Job description

Job Description - MGR/AVP, Asset Liability Management (250000K6)

Why Join

This is a role within the Asset Liability Management team under the Group Risk Management division. You will have the opportunity to contribute to the management of the Bank’s balance sheet structure and liquidity requirements, through the measurement, management and analysis of asset liability risks.

How You Succeed

To excel in this role, you should have experience or familiarity with concepts and regulatory standards involving asset liability risk. These could be in the areas of liquidity risk, interest rate risk in the banking book (IRRBB), or structural foreign exchange (SFX) risk management. You should have a good control mindset and be comfortable with handling data and computer systems.

What You Do

1. Generate ALM risk reports for management and regulatory reporting purposes
2. Analyse ALM risk exposures to determine trends and the basis of variances in exposures
3. Contribute to stress testing as part of enterprise-wide and thematic stress tests
4. Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions
5. Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding
6. Conduct regular methodology and policy review in alignment with regulatory and industry development
7. Participate in user testing of the ALM system as part of system enhancements and parameter updates

Who You Are

1. 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 EV
2. Candidates with reporting experience in other risk domains can be considered
3. Analytical, attentive to detail, and comfortable with handling data on Microsoft Excel and presenting results in tabular and chart format
4. Coding, dashboarding and automation skills would be a plus

Who you work with

Group Risk Management works independently to protect, build, and drive our businesses. The team supports good decision-making with strong risk analysis and plays a crucial role in sharpening our competitive edge and optimising risk-adjusted returns.

What we offer

Competitive base salary and a suite of holistic, flexible benefits to suit every lifestyle. We provide industry-leading learning and professional development opportunities, ensuring equal opportunity and fair employment based on ability and fit with our culture and values.