About the role
AI summarisedThis is a senior liquidity risk management role at a bank, responsible for overseeing liquidity risk frameworks, regulatory reporting, and stress testing. The role involves managing a team and collaborating with various stakeholders to ensure compliance with MAS and Basel regulations.
BusinessFull-timeGeneral
Key Responsibilities
- Oversee the liquidity risk management framework and ensure compliance with regulatory requirements.
- Lead the preparation and submission of regulatory reports related to liquidity risk.
- Conduct liquidity stress testing and scenario analysis to assess the bank's resilience.
- Monitor liquidity risk metrics and triggers, and escalate issues as necessary.
- Develop and maintain liquidity risk policies and procedures.
- Collaborate with treasury, finance, and business units to manage liquidity positions.
- Provide guidance and training to junior team members on liquidity risk matters.
- Participate in system enhancements and automation initiatives for liquidity risk reporting.
Requirements
- Minimum 8 years of experience in liquidity risk management or treasury within the banking industry.
- Strong knowledge of MAS regulations and Basel III liquidity standards.
- Experience in regulatory reporting (e.g., MAS 649, LCR, NSFR).
- Proficiency in liquidity stress testing and scenario analysis.
- Excellent analytical and quantitative skills.
- Strong communication and stakeholder management skills.
- Ability to lead and mentor a team.
- Degree in Finance, Economics, Business, Mathematics, or Engineering.
- CFA or FRM certification is preferred.
- Proficiency in Microsoft Excel and data analysis tools.