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

Maybank; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

A leading bank is seeking an experienced leader in Interest Rate Risk in the Banking Book and Liquidity Risk Management. This role requires expertise in risk measurement and hands-on analytics, along with the ability to lead a team in delivering key reports. Candidates should possess a strong background in finance or economics and demonstrate excellent stakeholder management skills.

Qualifications

• 8+ years experience in Asset Liability Management or similar role.
• Proven leadership experience managing teams.
• Deep knowledge of IRRBB methodologies and regulatory requirements.

Responsibilities

• Lead a team for timely IRRBB and liquidity risk reporting.
• Develop and enhance IRRBB measurement techniques.
• Oversee regulatory compliance and risk reporting.

Skills

Leadership

Analytical Skills

Stakeholder Management

Communication

Stress Testing

Scenario Analysis

SQL

Python

Education

Bachelor’s degree in Finance, Economics, Mathematics

CFA

FRM

Tools

Moodys Analytics

Job description

About the job

We are looking for an experienced and technically proficient leader with experienced in Interest Rate Risk in the Banking Book (IRRBB) and Liquidity Risk Management. This role requires a strong blend of hands-on technical expertise, thought leadership in IRRBB/Liquidity Risk measurement and management practices, and the ability to guide and develop junior analysts. The candidate will be responsible for day-to-day risk reporting, analytics, system improvements, and regulatory compliance and expected to take on a leadership role within the team

Key Responsibilities:

• Lead and mentor a team of analysts to deliver high-quality, timely IRRBB and liquidity risk reports and analyses.

• Demonstrate the ability to understand and translate requirements from various internal and external stakeholders, including senior management, business units, and regulators

• 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.

• 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.

• 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.

• 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.