Market Risk Management

1 week ago

Singapore OCBC Bank Full time

**Market Risk Management - Asset Liability Management** **-** **(**250000CO**)**

**Why Join**

This is a role within the Asset Liability Management team under the Group Risk Management division. You will have the opportunity to contribute to the management of the Bank’s balance sheet structure and liquidity requirements, through the measurement, management and analysis of asset liability risks.

**How You Succeed**

To excel in this role, you should have experience or familiarity with concepts and regulatory standards involving asset liability risk. These could be in the areas of liquidity risk, interest rate risk in the banking book (IRRBB), or structural foreign exchange (SFX) risk management. You should have a good control mindset and be comfortable with handling data and computer systems.

**What You Do**
- Generate ALM risk reports for management and regulatory reporting purposes
- Analyse ALM risk exposures to determine trends and the basis of variances in exposures
- Contribute to stress testing as part of enterprise-wide and thematic stress tests
- Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions
- Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding
- Conduct regular methodology and policy review in alignment with regulatory and industry development
- Participate in user testing of the ALM system as part of system enhancements and parameter updates

**Who we are**

Singapore’s longest established bank, we’ve been helping people and businesses get what they want from life since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires.

Today, we’re on a journey of transformation. Embracing technology and creativity to become a future-ready learning organisation. But for all that change, the entire focus of our organisation remains to be Simply Spot On. In everything we do.

And so whether you want innovate needs-based financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career. Your Opportunity Starts Here.

**What we offer**

Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.

**Qualifications**

**Who You Are**
- 1-3 years of related experience in the reporting and management of liquidity risk, IRRBB or SFX risk management, for e.g. related to MCO, LCR, NSFR, or gap, PV01, NII and EVE
- Analytical, attentive to detail, and comfortable with handling data on Microsoft Excel and presenting results in tabular and chart format
- Coding, dashboarding and automation skills would be a plus

**Primary Location**: Singapore

**Job**: Market Risk

**Organization**: Market Risk Management

**Schedule**: Permanent

**Job Posting**: 10-Mar-2025, 2:33:31 AM

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