VP, Market Risk Management - Asset Liability Management IRRBB Team VP, Market Risk Management - Asset Liability  …

OCBC Bank
in Singapore
Permanent, Full time
Last application, 21 Jan 21
Competitive
OCBC Bank
in Singapore
Permanent, Full time
Last application, 21 Jan 21
Competitive
OCBC Bank
VP, Market Risk Management - Asset Liability Management IRRBB Team
  • Lead IRRBB reporting to Regulators, Board of Directors and Senior Management
  • Develop and maintain IRRBB policies with reference to regulatory guidelines and Bank's internal assumptions
  • Calibration/review of IRRBB risk limits/triggers
  • Lead the engagement with internal stakeholders in the Bank (including Global Treasury, Corporate Treasury, Business Units and Group Audit) on IRRBB-related matters
  • Represent the IRRBB Team in projects involving the enhancement of IRRBB reporting capabilities
  • Assess impact of new products (raised under the Bank's New Product Approval Process) on IRRBB
*LI-MLIU

Qualifications
Skills and Qualifications
  • Strong knowledge of interest rate risk
  • Strong analytical skills
  • Independent, fast learner, performance driven
  • Attention to detail
  • Good communication skills
Experience
  • Experience with 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) in Interest Rate Risk in the Banking Book will be a strong advantage

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