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Liquidity Risk

2 weeks ago


Singapore RHB Singapore Full time

Company Description

RHB Singapore is a progressive and growing financial organization. We are committed to creating a fulfilling, dynamic and engaging work environment for our team of more than 15,000 employees across locations in ASEAN.

**Job Description**:
**Primary Objective**:

- Assist the Liquidity Risk Management & ALM Team in building competitive edge in relation to managing the mismatches between assets and liabilities on the balance sheet, and areas in funding and capital management.
- Execute surveillance and limits/MAT controls against threshold and escalate timely in case of breach, in relation to performance/mismatches of assets and liabilities on the balance sheet.
- Conduct risk assessment on underwriting exposure
- Co-ordinate the Risk Metrics monitoring to Group Risk and other Risk Departments in relation to underwriting and ECM related activities

**Key Responsibilities**:

- To conduct analysis of the bank’s assets and liabilities and monitor market condition for close integration with the bank’s strategy and risk appetite.
- To facilitate efficient implementation of balance sheet management policies.
- Participate in Stress Testing on balance sheet, including interpret instructions and assess requirements for stress testing. Perform first line of review of the results and submission templates.
- Monitoring of compliance with the established control measures and conducting respective stress testing.
- Design, implement and execute ALM tools/system and related infrastructure.
- Design and execute reporting and analyses of the performance of items on balance sheet, including actual historical performance, projections and sensitivities, including carrying out reconciliation whenever necessary.
- Measure the direction and extent of asset-liability mismatch through funding or maturity gap.
- Ensure SG entities have balance sheet capacity/processes to face and handle potential crisis scenarios/market disruption, with appropriate escalation processes to leverage on whole RHB Banking Group strength in worst case scenarios.
- Execute SG assets liabilities management processes including review and development of ALM policies and processes.
- Ensure accurate reporting of the performance of balance sheet items.
- Review the interest rate structure and comparison to the interest/product/pricing of both assets and liabilities.
- Assist in preparing Committees’ meeting minutes and regular ALM related analytical reports to SALCO and GALCO.
- Provide advisory support to SBUs/SFUs on liquidity risks issues
- Maintain appropriate relationship with various SBUs/SFUs to communicate developments on new risk related projects, risk processes
- Support Basel initiatives.
- Preparation of Risk Memo to support underwriting proposals to SIUC/ GIUC/ BCC/ Board.
- Liaise and work with Group Risk and other Risk Departments for coordinating the SCEL and Risk metrics monitoring in relation to equity capital market related activities for SG Branch

**Qualifications**:
Formal Education:

- Qualified Bachelor/Master degree

Preferred Level of Experience (by Years/Function/Industry):

- Min 5 years’ experience in banking, finance or audit, preferably in ALM, Capital and liquidity management in FI
- Knowledge of Equity Capital Market activities

Other Skills Required:

- Strong numeracy & data analysis skills
- Understand the Group’s strategic objectives, business model and FS landscape
- Strong communication & interpersonal skills

Additional Information

RHB is a dynamic organization that promotes a work culture of high performance, where its biggest asset, the RHB-ians, are continuously developed & nurtured to their fullest potential through its robust talent management practices.

At RHB, we take PRIDE in our people and our teams. Great relationships built on trust, a ‘leading it right’ environment, challenging assignments and a culture of excellence are the pillars to the dynamic and diversified workplace we call home.