This role is largely an individual contributor role but the person will also be expected to guide and coach junior analysts on non-traded risk analytical techniques and approaches.
To support Head, NTR and managers in measuring and monitoring liquidity risk of Maybank Singapore (subsidiary and branch), including but not limited to:
- Ensure key management/regulatory reports are produced correctly and on a timely basis.
- Oversee daily monitoring of triggers and limits.
- Provide analytics support to help advise regional and country management on possible strategies to shape an efficient and resilient balance sheet.
- Work with Head Office modelling team to review and enhance existing balance sheet risk models and methodologies, with a view of providing a quantitative overlay on existing assumptions
- Help shape the development of analytical practices within Balance Sheet Management
- Leverage on the bank’s Asset Liability Management software solution to perform BAU reporting/analytics
Participate in projects that upgrade/improve the bank’s ALM software solution from an end user point of view.
- Support/participate in BCBS 239 projects and other projects as per required.
Job Requirements :
- More than 5 years experience in a similar Asset Liability Management (ALM)/Corporate Treasury role
- Experienced in NSFR/LCR/LR methodologies and practices.
- Familiar with the product nature of wide range of products (retail/commercial/Treasury) in a typical commercial bank
- Experience in ALM software and querying information from data warehouse/data mart
- Familiarity with sql (and/or) SAS is a must and familiarity with Python coding is a plus
- Team player
- Strong communicator with a flair of explaining technical /quantitative concepts to business/IT/senior management