Head of Asset Liability Management recruitment
Leading Investment Bank, Singapore
Group Risk Management
ALM TEAM RESPONSIBILITIES:
- Formulate the bank’s Liquidity Risk Management policy, triggers, limits
- Formulate behavioural assumptions for the liquidity reports under going concern, stress other scenarios
- Ensure policy compliance by all relevant entities
- Implement initiatives to ensure compliance with new and impending Liquidity regulations
- Report liquidity positions to the Group ALCO Board Risk Committee monthly
- Prepare reports for Regulatory Liquidity Return submissions
- Generate daily monthly Liquidity reports and escalate breaches of limits
KEY SKILLS EXPERIENCE:
- Over 8yrs experience in Market, Liquidity, ALM or Treasury Risk
- Solid experience of ALM policies, methodologies, models, reporting limits monitoring
- Able to provide risk management support to ALCO for Funding Liquidity Risk, Structural IR FX Risk, Funds Transfer Pricing policies methodologies
- Oversee group-wide Basel 3 compliance for Liquidity ratios
- Clearly communicate complex risk concepts across Finance, Treasury, etc.
- Team management experience essential. (Team size 15-20 people)
May 10, 2012
• Tags: Accounting & Finance careers in the Singapore, Head of Asset & Liability Management recruitment • Posted in: Financial