VP/AVP, ALM Risk Policy & Methodology, Risk Management Group
Risk Management Group works closely with our business partners to manage the bank’s risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.Responsibilities
- Formulate ALM risk policies, governance, and measurement methodologies to ensure risks are identified, and develop methodologies to measure, monitor and control them.
- Review risk limits (ES, IRPV01, NII, MCO, etc.) and the respective limit monitoring structure
- Develop and review liquidity risk and IRRBB models and assumptions
- Be familiar with updated regulatory requirements, in particular IRRBB, LCR and NSFR
- Provide advisory to business and other support units on ALM risk matters, including evaluation of new products, assessment of impact arising from regulatory changes
- Prepare/Review public disclosures and replies to queries from regulators
- Prepare and present documents at risk committees to support understanding of internal methodologies and interpretation of regulatory requirements, as well as their implications
- Provide secretariat support for risk committees
- Involvement in cross-department projects (e.g. IWST, ICAAP, RCP/RSP)
- Provide user requirements to support infrastructure development
- Run/participate in data analytics projects
- Support audit engagement and regulatory inspection, as necessary
- Degree in Accountancy / finance / statistics or similar fields.
- Minimum 6 years of relevant experience.
- Strong knowledge of liquidity and market risk management methodologies and regulatory requirements.
- Knowledge of banking products and financial reporting is a plus.
- Experience in projects/committees requiring use of interpersonal skills.
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.