Head of ALM, Market Risk recruitment
Head of ALM, Market Risk | Singapore
With a strategic focus and significant growth momentum in the region, this bank is a major player in the Asia Pacific markets, providing a full range of banking services to a diverse network of clients across consumer and corporate banking.
Responsibilities:
This is a critical role at group level.• build liquidity reporting from scratch including strategies and managing balance sheet risks
• develop a contingency funding model which includes balance sheet stress testing and funds transfer pricing policies and methodologies
• implementing an assets and liabilities strategy (gapping) that optimises the company’s return, in accordance with the ALCO’s guidelines/recommendations
• manage group wide Basel 3 compliance in relation to liquidity ratios
• ensure that all the elements of the bank’s balance sheet that reside within Group Corporate Treasury's mandate are appropriately risk managed
Requirements:
• over 8 years’ of ALM experience in liquidity, interest rate and foreign exchange risk
• in-depth understanding of net interest income, market value, earnings at risk, value at risk and the
application of stochastic processes, including monte carlo analysis of interest rates and other indices
• in-depth understanding of pipeline risk, prepayment risk, option adjusted spread methodologies
and approaches for removing this risk.
Interested candidates please submit you application to Wu Jiamin atjiamin.wu@robertwalters.com.sg
Please also feel free to drop us a call at 62280342 if you have any queries.