Asset and Liability Management

2 weeks ago


Singapore Bank of China Limited, Singapore Branch Full time

Perform day-to-day monitoring and forecast on liquidity risk and interest rate risk limits such as LCR and NII, including the variance analysis and forecast.


  • Monitor market interest rate fluctuations and conduct the impact analysis on the Bank's relevant risk level. Take necessary measures to ensure that relevant risk are controlled within limits.
  • Support major Assets and Liabilities Management (ALM) functions, performing detailed analysis on the changes of the Bank's asset and liability structure and business performance. Formulate shortterm and longterm ALM strategies.
  • Implementation of corporatewide liquidity risk and interest rate risk management policy and methodology. Perform regular review on the Bank's practice and highlight areas of improvements and make recommendations to the ALCO committee.

_Requirements:
_


  • A recognized University Degree in Accountancy, Data Analytics, Banking & Finance, Quantitative Finance or relevant professional qualifications.
  • Preferably 2 or more years in relevant banking experiences or other relevant fields.
  • Good understanding of ALM, Liquidity and Interest Rate Risk Management.
  • Analytical mind, able to work independently, possess good communication and interpersonal skills.
  • Strong command of Excel, VBA and Access will be an added advantage.
  • Proficiency in Chinese would be essential as incumbent is required to understand Chinese documents from Head Office.


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