AVP, Asset, Liability, Management & Treasury Risk

Key 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 year's 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.