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

Analyst, ALM Risk Control – Market Risk Management

Analyst, ALM Risk Control – Market Risk Management

Role Summary
The Risk Control Team within MRM-ALM is primarily responsible for (i) risk reporting and analysis (both regulatory and internal management reporting) on a Group-wide basis, (ii) risk limit/trigger monitoring, and (iii) maintaining and enhancing asset and liability management reporting/analytical capabilities in the risk system. The role holder will have daily access to the Head of MRM-ALM and frequent exposure to Global Treasury, Corporate Treasury, Business Units, and Overseas Centres on issues which relate to balance sheet risks.

Roles and Responsibilities
Reporting and Control
  • Prepare, review, and analyse regulatory reports and internal reports (for Group ALCO and Board Risk Management Committee)
  • Prepare ICAAP reports for the Group
  • Prepare MAS Industry Wide Stress Test (IWST) returns for the Group
  • Prepare Basel QIS returns for the Group
  • Monitor risk limits/triggers
Risk Information Provider/ Advisory Role
  • Assist overseas centres on issues relating to system data, configurations, and workflow
  • Provide advice to overseas centres on reporting/analytical processes, regulatory guidelines, and treatment of balance sheet items under ALM risk
  • Engage with Global Treasury, Corporate Treasury, and Business Units on the drivers of risk figures and to address queries and information requests
  • Provide risk information to Group Finance for financial disclosure
  • Coordinate information request from regulator and credit rating agencies
Others
  • Assess impact of new products (raised under the Bank's New Product Approval Process) on ALM risks
  • Engage with internal and external auditors
*LI-SS

Qualifications
Skills, Qualifications, and Experience
Skills and qualifications
  • Strong analytical skills
  • Independent, fast learner
  • Attention to detail
  • Performance driven
  • Good communication skills
Experience
  • Experience from working in Treasury, ALM, or balance sheet management functions in a bank or in a consulting firm focusing on related areas preferred
  • Direct experience (reporting, policy/model development, or system development) with Interest Rate Risk in the Banking Book and/or Basel III LCR/NSFR preferred