ALM & Liquidity Risk Manager

7 days ago


Singapore RHB Singapore Full time
Overview

3 days ago Be among the first 25 applicants

The role focuses on liquidity risk / ALM advisory, reporting, and governance within the Singapore environment, ensuring compliance with applicable guidelines and supporting risk committees.

Responsibilities
  • Communicate and build collaborative relationships with stakeholders, including Treasury, operational, processing, and financial reporting units.
  • Provide advisory support to stakeholders on liquidity risk / ALM issues.
  • Ensure accurate reporting relating to Liquidity Risk / ALM. Monitor all liquidity risk / ALM limits and MAT and ensure appropriate escalation via established protocols.
  • Enforce Group ALM policies and framework and formulate sound risk policies and framework appropriate to the Singapore environment.
  • Participate in stress testing on balance sheet, formulating assumptions and assessing impact, including identifying mitigation controls and implementing them.
  • Monitor compliance with established control measures and conduct respective stress testing.
  • Ensure compliance with BNM / MAS Guidelines on Liquidity Risk Management Practices and provide early alerts to non-conformance.
  • Assist in preparing Committees' meeting minutes and regular ALM related analytical reports to SG ALCO and Group ALCO.
  • Support and work with Group Risk and other Risk Departments for coordinating SCEL, VaR and Risk metrics monitoring in relation to equity capital market related activities for Singapore Branch.
Qualifications
  • Minimum 3 – 5 years' experience in Liquidity Risk, Balance Sheet Management, Basel Initiative, Treasury / or Treasury Back Office / or Middle Office with established financial institutions
  • Knowledge of Equity Capital Market activities
  • Knowledge of Singapore market, Basel II / III regulatory reporting such as LCR / IRRBB / NSFR and liquidity risk management approaches and its applications
  • Strong numeracy & data analysis skills
  • Understand the Group's strategic objectives, business model and FS landscape
  • Strong communication & interpersonal skills
Seniority level
  • Mid-Senior level
Employment type
  • Full-time
Job function
  • Finance and Sales
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