- Permanent, Full time
- OCBC Bank
- 22 Nov 17
Risk Analyst (AVP), Asset Liability Management, GRM
Risk Analyst (AVP), Asset Liability Management, GRMResponsibilities
- Prepare the Net Stable Funding Ratio ("NSFR") reports for regulatory submission on a monthly basis.
- Compile data and prepare monthly liquidity risk reports for Group Asset Liability Management Committee (GALCO) and Board Risk Management Committee (BRMC).
- Provide relevant and critical analysis on NSFR movements to internal stakeholders to support decision making.
- Monitor the NSFR utilization against limits and make recommendation to management.
- Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit).
- Provide support to team members in the tracking of other liquidity risk measures as well as the annual ICAAP and IWST exercise
- Provide support to overseas branches and subsidiaries in the timely and accurate production of NSFR reports.
- Minimum 5 Years' experience in asset liability management and/or risk management field.
- Degree in Finance, Banking, Economics or related fields.
- Advanced spreadsheet skills, including pivot tools and chart design.
- Expertise with reconciling and analyzing large data sets, including knowledge in Fermat SQL scripting.
- Working knowledge of Basel III and MAS's regulatory requirements relating to NSFR.
- Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
- Good planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
- Good spoken and written English with policy/report writing skills.
- Highly motivated, responsible, organized, and curious individual with uncompromising ethics and integrity.