AM, Market Risk Management, Asset Liability Management

1 week ago

Central Singapore OVERSEA-CHINESE BANKING CORPORATION LIMITED Full time $80,000 - $120,000 per year

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 you work with


Group Risk Management

Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk analysis. And a crucial, comprehensive role in sharpening our competitive edge. Optimising risk-adjusted returns. It's about seeking and adopting best-in-class practices. Protecting the group from unforeseen losses. Keeping risk within appetite. Embracing change and managing growth in one of the world's strongest banks.

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 EV.
  • Candidates with reporting experience in other risk domains can be considered.
  • 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

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