- Permanent, Full time
- OCBC Bank
- 24 Apr 18
Risk Analyst, Asset & Liability Management, Market Risk Management
Risk Analyst, Asset & Liability Management, Market Risk ManagementRole Summary
The Risk Control Team within MRM-ALM is primarily responsible for (i) risk reporting and analysis (both regulatory and internal management reporting) on a Group-wide basis, (ii) risk limit/trigger monitoring, and (iii) maintaining and enhancing asset and liability management reporting/analytical capabilities in the risk system. The role holder will have daily access to the Head of MRM-ALM and frequent exposure to Global Treasury, Corporate Treasury, Business Units, and Overseas Centres on issues which relate to balance sheet risk.
Roles and Responsibilities
Reporting and Control
· Prepare, review, and analyze regulatory reports and internal reports including but not limited to Liquidity Coverage Ratio ('LCR'), Maximum Cashflow ('MCO'), Net Stable Funding Ratio ('NSFR') and Interest Rate Risk in Banking Book ('IRRBB') for Group ALCO and Board Risk Management Committee.
· Monitor risk limits/triggers for the key liquidity and IRRBB metrics.
· Participate in bank wide regulatory reporting such as ICAAP, MAS Industry Wide Stress Test (IWST) and Basel (QIS).
Risk Information Provider/ Advisory Role
· Assist overseas centres on issues relating to system data, configurations, and workflow
· Provide advice to overseas centres on reporting/analytical processes, regulatory guidelines, and treatment of balance sheet items under ALM risk
· Engage with Global Treasury, Corporate Treasury, and Business Units on the drivers of risk figures and to address queries and information requests
· Provide risk information to Group Finance for financial disclosure
· Coordinate information request from regulator and credit rating agencies
· Assess impact of new products (raised under the Bank's New Product Approval Process) on ALM risks
· Engage with internal and external auditors
- Advanced spreadsheet skills, including pivot tools and chart design.
- Expertise with reconciling and analyzing large data sets, including knowledge in Fermat SQL scripting.
- 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.
- Direct experience (reporting, policy/model development, or system development) with Interest Rate Risk in the Banking Book and/or Basel III LCR/NSFR preferred