Avp, Asset, Liability, Management & Treasury Risk

AVP, Asset, Liability, Management & Treasury RiskKey Responsibilities:
Perform balance sheet analysis on interest rate and liquidity risks.
Review modeling assumptions for interest rate and liquidity risks.
Monitor key risk thresholds for interest rate and liquidity risks.
Review balance sheet hedging strategies for interest rate risk management.
Industry benchmarking on profitability analysis.
Analyze and review Fund Transfer Pricing (FTP) mechanism, framework and key parameters; and its impact on loan and deposit pricing and profitability.
Prepare reporting and presentation to Group ALCO & Board.
Engage with line of business and internal stakeholders on ALM related matters.
Our Requirements:
Bachelor in finance, commerce or related field.
3-5 years relevant experience in financial industry with an emphasis on investment and risk management.
Strong analytical, modeling and problem-solving skills.
Good understanding of complex products in the balance sheet.
Possess strong interpersonal skills as he/she will interact across the firm with multiple lines of business.
Commitment to accuracy and detail oriented.
Seniority levelMid-Senior level
Employment typeFull-time
Job functionOther and Sales
IndustriesBanking#J-18808-Ljbffr