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

MAYBANK SINGAPORE LIMITED; Singapore; On-site; SGD 90,000 - 120,000; Full time

Job summary

A prominent financial institution in Singapore seeks a seasoned professional to lead the team in Asset Liability Management (ALM). The role entails overseeing key risk reports, providing thought leadership, and enhancing risk measurement techniques. The ideal candidate will have over 8 years of relevant experience, exceptional leadership capabilities, and proficiency in ALM software. A Bachelor's degree in a relevant field is essential, with advanced certifications being a plus.

Qualifications

• Minimum 8 years of experience in ALM, Corporate Treasury, or similar role.
• Proven leadership experience to develop a high-performing team.
• Deep knowledge of IRRBB methodologies and regulatory requirements.

Responsibilities

• Lead and mentor a team delivering IRRBB and liquidity risk reports.
• Oversee production of management and regulatory reports on risks.
• Support senior management in measuring and monitoring IRRBB and liquidity risk.

Skills

Leadership

Analytical Skills

Communication

Stakeholder Management

Risk Management

Education

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

Advanced degrees or professional certifications (CFA, FRM)

Tools

ALM software (Moodys Analytics)

SQL

SAS

Python

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.