Senior Manager/Manager, Liquidity Risk
- Assist Head, Asset & Liabilities Management (ALM) in building competitive edge in relation to managing the mismatches between assets and liabilities on the balance sheet, and areas in funding and capital management.
- Assist Head, Asset & Liabilities Management (ALM) to implement Group ALM and Liquidity policies and other treasury related liquidity risks mitigation controls
- Execute surveillance and limits/MAT controls against threshold and escalate timely in case of breach, in relation to performance/mismatches of assets and liabilities on the balance sheet.
- Ensure SG entities have balance sheet capacity/processes to face and handle potential crisis scenarios/market disruption, with appropriate escalation processes to leverage on whole RHB Banking Group strength in worst case scenarios.
- Execute SG assets liabilities management processes including review and development of ALM policies and processes.
- Ensure accurate reporting of the performance of balance sheet items.
- To conduct analysis of the bank’s assets and liabilities and monitor market condition for close integration with the bank’s strategy and risk appetite.
- Daily monitoring of regulatory compliance limits e.g. MAS758 Minimum Cash Balance, MAS640 Minimum Asset Maintenance Ratio Requirements, MAS649 Minimum Liquid Assets Requirements and Minimum Tier 1 Asset Maintenance Requirements.
- Participants in regulatory projects implementations e.g. Interest Rate Risk Repricing reporting, Net Stable Funding Ratio reporting and MAS 610 Interest Rate Repricing Appendix G reporting.
- Preparing regulatory Basel III reporting e.g. Liquidity Coverage Ratio (LCR) reporting, Interest Rate Risk on The Banking Book (IRRBB) reporting, Net Stable Funding Ratio (NSFR) reporting and MAS 610 Interest Rate Risk Repricing Appendix G reporting to Head Office. This should also include other related liquidity risk measurement metrics such as LTF, Top 10 depositors etc. and interest rate risk reporting.
- To facilitate efficient implementation of balance sheet management policies.
- Participate in Stress Testing on balance sheet, including interpret instructions and assess requirements for stress testing. Perform first line of review of the results and submission templates.
- Escalation of any vulnerability in maturity profile mismatches and compliance limits breaches to management as well as careful monitoring of other controls to ensure the bank’s liquidity risk profile is adequate.
- Monitoring of compliance with the established control measures and conducting respective stress testing.
- Design, implement and execute ALM tools/system and related infrastructure.
- Design and execute reporting and analyses of the performance of items on balance sheet, including actual historical performance, projections and sensitivities, including carrying out reconciliation whenever necessary.
- Measure the direction and extent of asset-liability mismatch through funding or maturity gap.
- Participant on annually liquidity contingency testing exercise.
- Review the interest rate structure and comparison to the interest/product/pricing of both assets and liabilities.
- Assist in preparing Committees’ meeting minutes and regular ALM related analytical reports to SALCO and GALCO.
- Provide advisory support to SBUs/SFUs on Balance Sheet/liquidity risks issues
- Maintain appropriate relationship with various SBUs/SFUs to communicate developments on new risk related projects, risk processes
- Challenge and review of the bank’s relevant Liquidity Risk policies
- Keep abreast of developments in the liquidity risk management landscape and apply learning to the Group’s Asset & Liability management practices.
- Support Basel III project implementation initiative and involve in UAT and reconciliation for automation of reports held locally and initiated by Head Office
- Qualified Bachelor/Master degree
Preferred level of Experience (by years/function/industry):
- Min 10 years’ experience in banking, finance or audit, preferably in ALM, Capital and liquidity management in banking industry.
- Knowledge of Liquidity Risk Management, treasury approaches and system applications
- Proven working experience in project management
Other skills required:
- Knowledge of Singapore market, Basel II/III regulatory reporting such as LCR/IRRBB/NSFR and liquidity risk management approaches and its applications
- Strong numeracy & data analysis skills
- Understand the Group’s strategic objectives, business model and FS landscape
- Strong communication & interpersonal skills
- Sound knowledge of Excel, Macro, VBA, SQL or related analytic tools is preferred