Risk Management Expert for Liquidity and Balance Sheet Optimization

3 days ago


Singapore MAYBANK SINGAPORE LIMITED Full time
Job Description

We are seeking an experienced Risk Management Expert to join our Non-Traded Risk team at Maybank Singapore.

About the Role

This is a key position in measuring and monitoring liquidity risk, ensuring effective balance sheet management, and driving analytical practices within the organization. The successful candidate will play a critical role in assessing and monitoring liquidity risk for our subsidiary and branch, producing accurate and timely management and regulatory reports, and overseeing daily monitoring of liquidity triggers and limits.

Main Responsibilities
  • BAU Reporting:
  • Collaborate with the Head of Non-Traded Risk and management to assess and monitor liquidity risk.
  • Ensure the accurate and timely production of key management and regulatory reports.
  • Oversee daily monitoring of liquidity triggers and limits.
  • Analytics:
  • Provide analytical support to inform country management on strategies for optimizing a resilient balance sheet.
  • Partner with the Head Office modeling team to enhance existing balance sheet risk models and methodologies.
  • Contribute to the development and improvement of analytical practices within Balance Sheet Management.
  • Systems Support and Projects:
  • Utilize the bank's Asset Liability Management (ALM) software for reporting and analytics.
  • Engage in projects aimed at upgrading and enhancing the ALM software from an end-user perspective.
  • Participate in risk management initiatives and other relevant projects as needed.
Requirements
  • Over 5 years of experience in Asset Liability Management (ALM) or Corporate Treasury roles.
  • Strong understanding of NSFR, LCR, and liquidity risk methodologies and practices.
  • Familiarity with a diverse range of banking products, including retail, commercial, and Treasury offerings.
  • Experience with ALM software and adeptness in querying data from data warehouses and data marts.
  • Proficiency in SQL and/or SAS is required; familiarity with Python coding is a plus.
  • A collaborative team player with excellent communication skills, capable of conveying complex technical and quantitative concepts to business stakeholders, IT, and senior management.
Estimated Salary: SGD $120,000 - SGD $180,000 per annum

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