Senior ALM & Market Risk Leader

OCBC Group; Singapore; On-site; SGD 180,000 - 260,000; Full time

Benefits offered by this job

Competitive base salary

Holistic benefits package

Learning and development opportunities

Job summary

OCBC Group is seeking an experienced ALM professional to manage and improve risk reporting for balance sheet risk. You will lead a small team, synthesize complex ALM metrics, and present insights to senior management across multiple committees.

The role emphasizes collaboration with corporate treasury, global markets, and overseas risk units, driving data quality, automation, and innovative reporting practices within a regulated framework.

Qualifications

• 8–10 years of experience in IRRBB or SFX risk management.
• Ability to present risk and balance sheet information to senior management.
• Strong stakeholder management and communication skills.
• Proficiency in Excel; coding or automation a plus.

Responsibilities

• Generate and review ALM risk reports for management and regulatory reporting, with opportunity to lead and mentor a small team.
• Analyze ALM risk exposures to determine trends and variances in exposures.
• Contribute to stress testing as part of enterprise-wide and thematic stress tests.
• Review and assess new product proposals from an ALM risk perspective, ensuring alignment with risk appetite, policies, and regulatory requirements.
• Engage with business units on risk appetite, strategies and positions.
• Represent ALM at committees to present topics including risk assessments and limit reviews.
• Review ALM risk limits, triggers, and utilization, including calibration and breaches remediation actions.
• Drive process enhancements and innovation to improve reporting, data quality, and insights via automation and dashboards.
• Conduct regular reviews of ALM methodologies, assumptions, and policies to ensure regulatory alignment.

Skills

ALM risk reporting

Stakeholder management

Excel proficiency

Analytics

Tools

Excel

Dashboarding

Automation

Job description

OCBC Group is seeking an experienced ALM professional to manage and improve risk reporting for balance sheet risk. You will lead a small team, synthesize complex ALM metrics, and present insights to senior management across multiple committees.

The role emphasizes collaboration with corporate treasury, global markets, and overseas risk units, driving data quality, automation, and innovative reporting practices within a regulated framework.