About the role
AI summarisedThis is an Assistant Vice President role in Asset and Liability Management at a bank. The role involves managing interest rate and liquidity risk, developing risk models, and ensuring regulatory compliance.
BusinessFull-timeGeneral
Key Responsibilities
- Manage the bank's asset and liability positions to optimize net interest income and manage risk.
- Develop and maintain quantitative models for interest rate risk and liquidity risk measurement.
- Prepare ALCO reports and present findings to senior management.
- Monitor compliance with regulatory requirements such as MAS and Basel guidelines.
- Conduct stress testing and scenario analysis to assess impact on balance sheet.
- Collaborate with treasury and business units to align funding strategies.
- Enhance risk reporting frameworks and automate processes using VBA and SQL.
- Support ad-hoc projects related to balance sheet management and regulatory changes.
Requirements
- Bachelor's degree in Finance, Economics, Mathematics, or Statistics.
- Minimum 5 years of experience in ALM, treasury, or risk management in banking.
- Strong knowledge of interest rate risk, liquidity risk, and regulatory frameworks.
- Proficiency in financial modeling and quantitative analysis.
- Advanced Excel skills; experience with VBA and SQL preferred.
- Excellent communication and presentation skills.
- Ability to work independently and in a team.
- CFA or FRM certification is a plus.
- Experience with ALM systems such as Moody's or Bloomberg is advantageous.
- Strong analytical and problem-solving abilities.