SVP/Director, Asset and Liability Management recruitment
This is a highly established financial institution with an expanding presence in Asia. To support its continued growth, it is now seeking a dynamic individual to join its Risk team to manage ALM and Balance Sheet/Non-Traded Market Risk.
This department establishes and facilitates an integrated approach to monitoring and managing the interest rate risk in the banking book and liquidity risk of the Group. Its main objective is to implement and communicate a consistent liquidity and interest rate management framework, which includes policies, limits and reports for the Group. It performs independent risk analysis and formulates tactical ALM strategies.
As senior member of this team, you’re responsibilities include:
• Managing interest rate and liquidity risk out of core banking activities
• Quantifying balance sheet interest rate risk exposure via a combination of static analysis tools and dynamic simulation techniques
• Managing liquidity risk in accordance to the ALCO approved framework to ensure sufficient sources of funds are available over a range of market conditions
• Leading the designing and refining of risk methodology that predicts the Group’s balance sheet risk profile and ensuring that these comply with standard set by the Regulators
To succeed in this role, you should ideally:
• Be able to demonstrate a strong understanding of best practices in balance sheet risk and ALM
• A strong background in risk methodology/modelling in liquidity and interest rate risk would be advantageous
• Be a self-starter, who is willing and able to think through the entire process of macro-level policy making, through to the implementation and implications of those policies
• Be able to articulate complex risk concepts to an extremely wide audience including Finance, Treasury and other non-specialist audience
If you are interested to apply or find out more about this role, please contact Aylwin Miranda on +65 6430 5307 or aylwin.miranda@hudson.com for more information.