Assistant Vice President, Non-traded Risk

5 days ago


Singapore MAYBANK SINGAPORE LIMITED Full time

Role Overview:
We are seeking a motivated experienced analyst to join our Non-Traded Risk team at Maybank Singapore. This role primarily focuses on individual contributions while also providing guidance and coaching to junior analysts on analytical techniques and methodologies. You will play a key role in measuring and monitoring liquidity risk, ensuring effective balance sheet management, and driving analytical practices within the organization.

Key Responsibilities:
BAU Reporting:
Collaborate with the Head of Non-Traded Risk and management to assess and monitor liquidity risk for Maybank Singapore's subsidiary and branch.

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, integrating quantitative insights into current assumptions.
- 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.

Qualifications:
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.



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