Market Risk Management - Asset Liability Management (1 year contract)
Roles and Responsibilities
Qualifications Skills and qualifications
- Perform analysis and prepare risk reports for internal stakeholders (including Global Treasury, Corporate Treasury, Business Units and Group Audit), risk committees and regulatory submissions
- Responsible for limits monitoring, investigation and escalation of breaches
- Improve and streamline risk metrics and reports
- Participate in ALM system implementation project including user testing and migrating from existing to the new reporting process as part of the implementation
- Sound knowledge of ALM
- Strong analytical skills
- Independent, fast learner, performance driven
- Attention to detail
- Good communication skills
- Experience in BAU tasks relating to risk reporting, analysis and process improvement for internal and regulatory reports preferred.
- Sound knowledge in ALM, or balance sheet management functions in a bank or in a consulting firm focusing on related areas will be a strong advantage.
- Experience in project assignments relating to system upgrades, e.g. creating test cases and performing UAT will be a strong advantage.