Specialist - Asset and Liability Management

Key Roles and Responsibilities

• Prepare presentation, analysis and recommendations on liquidity and interest rate risk in banking book (IRRBB) management to Asset and Liability Management Committee (ALCO) and other relevant Committees.
• Provide ALM strategies to manage the bank’s balance sheet at the optimal level which is balanced between risk and return objective.
• Analyze impact to liquidity and interest rate risk in banking book position when changes in the bank’s business strategies and peers’ strategies as well as changes in relevant regulations.
• Develop efficient process, framework, measurement, and tools in managing liquidity risk and interest rate risk in banking book.
• Coordinate with other teams to perform stress testing, disclosure reports under liquidity risk and IRRBB and others to ensure compliance with regulatory (BOT) and internal requirements.
• Review and update regulatory (BOT) and internal policies/ documents related to liquidity risk and interest rate risk in banking book.
• Other ad hoc tasks and assigned projects.

Skills / Knowledge Needs

• Bachelor or Master’s degree in Finance, Accounting, Economics, Statistics, or related field.
• At least 3 years of work experiences in ALM, Treasury or related fields in banking industry.
• Good knowledge of Asset and Liability Management (ALM), Liquidity Risk/ Interest Rate Risk, Banking and Treasury Products, Finance, Capital Market, Financial Analysis.
• Good analytical, presentation, and interpersonal skills, with strategic thinking and good business sense.
• Good team-working attitude and able to work under pressure.
• Highly proficient in the use of Microsoft Excel, Power Point, and applicant familiar with VBA, Access, Power Query/BI will be advantage.
• Good command of English communication.