• Competitive
  • Singapore
  • Permanent, Full time
  • OCBC Bank
  • 24 Feb 18

AVP, Policy-Analytics & Supervision (Asset & Liability Management)

AVP, Policy-Analytics & Supervision (Asset & Liability Management)

  • Assist in the establishment of policy - with particular regard to behavioural assumptions review of overseas centres
  • Participate in overseas centres' local ALCO, provide insights on ALM related matters
  • Group alignment and integration in relation to ALM aspects of overseas centres, particularly on new entity setups
  • Conduct annual review of Group ALM policies and guidelines, including review on behavioural & stress assumptions (haircuts on liquid assets, FX convertibility etc.). Provide feedback and comments to overseas subsidiaries' policy and guideline review as well as overseas branches' ALM Addendum review
  • Collaborate with other ALM teams to deliver liquidity aspects of the regulatory exercises (e.g. IWST and ICAAP)
  • Conduct annual liquidity risk and interest rate risk limit reviews in collaboration with GT ALM. GT international and individual overseas entity, taking into consideration the regulatory requirement and the Bank's balance sheet structure
  • Monitor daily/monthly liquidity and interest rate profile (Form 47, Form 48 etc) of overseas entities against respective risk limits/MATs, provide assistants for limit excess investigation and escalation, and ensure any limit excesses are clearly documented and promptly escalated to senior management
  • Manage the reporting template for overseas centres (form 47 and form 48), ensure any limit changes arising from the risk limit review and group new initiatives/development are incorporated in the template
  • On-going enhancement / improvement on reporting efficiency / mechanism to facilitate balance sheet management (eg : Intra-group liquidity monitoring)
  • Provide in-depth analysis on liquidity related issues and ad-hoc data and analytical support for Group ALCO / BRMC members; facilitate liquidity related requests from MAS
  • Conduct training to overseas centres in relation to ALM aspects, provide ad-hoc advices and technical guidance to overseas centres where required.


*LI-MLee

Qualifications
  • Experience from working in Treasury, ALM or balance sheet management functions in a Bank, or consultancy to banks in related areas preferred
  • Ideally with direct experience in liquidity risk management, and/or interest rate risk in banking book
  • Independent, fast learner
  • Critical thinking and questioning mind set
  • Ability to multi-task
  • Good communication and people skills with the ability to coordinate activities with several stakeholders
  • Proficient in Microsoft excel
  • Attention to detail and strong analytical skills