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Job

VP, ALM Risk Policy & Methodology

Job Title: VP, ALM Risk Policy & Methodology
Location: Singapore
Industry:
Reference: TU/VPALM/200
Contact Name: Tiffany Utomo
Contact Email: tutomo@space-exec.com
Job Published: October 27, 2018 15:39

Job Description

  • Reputable banking organisation
  • Competitive compensation package
  • Dynamic environment 

Our client, a leading local bank is seeking for a VP, ALM Risk Policy & Methodology to be part of their Risk Management Group to manage the bank's risk exposure by formulating ALM risk policies and measurement methodology

Key Responsibilities

  • To review risk limits (ES, IRPV01, NII, MCO)
  • Develop and review liquidity risk and IRRBB models and assumptions
  • To provide advisory to business on ALM risk matters
  • Prepare/Review public disclosures and replies to queries from regulators
  • Involve in cross-department (ICAAP, RCP/RSP) and data analytics projects
  • Involve in data analytics projects
  • Support audit engagement and regulatory inspection, as required

Key Requirements

  • Degree in Accountancy / Finance / Statistics or similar field with 6-8 years if relevant experience.
  • Strong knowledge of liquidity and market risk management methodologies and regulatory requirements; IRRBB, LCR, NSFR 
  • Good oral and written communication skills 
  • Strong interpersonal skills 

EA Licence No.: 15S7496

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