Team Lead – Non Traded Risk (IRRBB & Liquidity Risk)

Maybank; Singapore; On-site; SGD 90,000 - 120,000; Full time

Job summary

A leading banking institution in Singapore is seeking a skilled individual to lead a team focused on IRRBB and liquidity risk management. The ideal candidate will have over 8 years of experience in Asset Liability Management, with significant knowledge in IRRBB methodologies. This role involves mentoring analysts, providing strategic insights, and ensuring compliance with regulatory standards.

Qualifications

• Minimum 8 years of experience in Asset Liability Management, Corporate Treasury, or a similar Risk Management role.
• Proven leadership experience with the ability to lead and develop a high-performing team.
• Deep knowledge of current IRRBB methodologies and regulatory requirements.

Responsibilities

• Lead and mentor a team of analysts to deliver high-quality IRRBB and liquidity risk reports.
• Oversee production of management and regulatory reports related to IRRBB and liquidity risk.
• Engage with key internal stakeholders to ensure alignment and execution of IRRBB-related activities.

Skills

Leadership

Analytical skills

Communication skills

Stakeholder management

SQL and/or SAS familiarity

Education

Bachelor’s degree in Finance, Economics, Mathematics, or a related field

Advanced degrees or professional certifications (CFA, FRM)

Tools

ALM software (Moodys Analytics)

Data querying tools

Job description

Key Responsibilities:

• Lead and mentor a team of analysts to deliver high-quality, timely IRRBB and liquidity risk reports and analyses.
• Provide thought leadership on evolving best practices and measurement techniques in IRRBB and liquidity risk management.
• Oversee the production of key management and regulatory reports related to IRRBB and liquidity risk, ensuring accuracy and timeliness.
• Manage daily monitoring of risk triggers and limits, leading periodic calibration and review of IRRBB risk limits.
• Support the Head of Non-Traded Risk (NTR) and senior management in measuring and monitoring IRRBB, FX risk, and liquidity risk for the bank.
• Lead the development and enhancement of IRRBB measurement techniques, stress testing frameworks, and scenario analysis methodologies.
• Collaborate with the Head Office modelling team to review and quantitatively enhance existing balance sheet risk models and assumptions.
• Provide analytics support to advise regional and country management on strategies to build an efficient and resilient balance sheet.
• Drive the evolution of analytical capabilities and practices within Balance Sheet Management.
• Engage with key internal stakeholders (business, treasury, IT, operations) to ensure alignment and smooth execution of IRRBB-related activities.
• Leverage and optimize the bank’s Asset Liability Management (ALM) software solutions for BAU reporting and analytics.
• Lead or support projects aimed at upgrading or improving ALM systems from an end‑user perspective.
• Participate in BCBS 239 compliance initiatives and other relevant projects to enhance risk data aggregation and reporting capabilities.

Qualifications & Experience:

• Bachelor’s degree in Finance, Economics, Mathematics, or a related field; advanced degrees or professional certifications (CFA, FRM) are a plus.
• Minimum 8 years of experience in Asset Liability Management, Corporate Treasury,or a similar Risk Management role within banking, with significant focus on IRRBB and liquidity risk.
• Proven leadership experience with the ability to lead and develop a high‑performing team.
• Deep knowledge of current IRRBB methodologies, measurement techniques, and regulatory requirements.
• Experience with a broad range of banking products including retail, commercial, and treasury products.
• Hands‑on experience with ALM software (“Moodys Analytics”), querying data warehouses/data marts, and familiarity with SQL and/or SAS; knowledge of Python is advantageous.
• Strong analytical skills with experience in stress testing, scenario analysis, and risk model validation.
• Excellent communication and stakeholder management skills with the ability to influence senior management and cross‑functional teams.