Liquidity Risk Management Financial Management Department

3 weeks ago


Singapore Bank Of China Limited Full time

Responsibilities:

  • To measure and monitor liquidity risk indicators (LCR, NSFR, liquidity gap, liquidity gap ratio), conduct analysis on the variances and make forecast on the relevant risk indicators, work closely with the Treasury team and take necessary measures to ensure all risk indicators are controlled within limits.
  • To carry out liquidity stress testing, emergency drills, and funding capability testing, provide specific suggestions to the management based on the test results
  • Be responsible for the review and enhancement of stress testing framework and behavioural analysis methodology
  • Be responsible for the review and revision of liquidity risk policies and internal liquidity risk limits. To assist to conduct comprehensive impact analysis on the adjustments of regulatory and Head Office's liquidity risk limits
  • To assist in regulatory reporting and survey (i.e. MAS CRAFT, MAS IWST) and other follow-up inquiries
  • To assist in the upgrading or modifications of liquidity risk management system and other ad-hoc reports and data analysis related jobs.

Requirements:

  • A recognized University Degree, preferably in Finance, Statistics, Accounting or programing related fields.
  • More than 2 years relevant experience in banking and financial services industry, preferably with liquidity risk management experience.
  • Strong data analytical skills, proficiency in the use of MS Excel/VBA/Access is a must.
  • Proficiency in Chinese would be an added advantage as incumbent is required to understand Chinese documents from the Head Office


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