Capital and Balance Sheet Strategy

Key Roles and Responsibilities

Capital Management scope

• Support ad-hoc capital analysis assignment (e.g. Buyback AT1, Tier2 Redemption, Shareholder value maximization)
• Collaborate with BUs on RAROC framework (e.g. RAROC calculation methodology review, providing RWA information)
• Keep update of regulatory change (e.g. Basel IV) and analyse its impact to the Bank
• Monthly Capital Monitoring and Analysis
• Pillar 3 report preparation
• Calculate and analyze ttb's Cost of Equity to support on goodwill impairment

Balance Sheet Strategy scope

• Monitor and analyze the Bank's loan and deposit movement
• Monitor and perform analysis on peers' balance sheet structure and interest rate adjustment
• Support on developing B/S strategy and provide action tracking to ALCO (e.g. interest rate strategy)
• Collaborate with BU on rate adjustment plan and NII impact, and support on providing recommendation to ALCO for decision making
• Analyze and provide recommendation for optimization of subsidiaries' balance sheet (e.g. ttb Broker)
• Perform and support team on ad-hoc analysis (e.g. Securitization, capital instrument investment)
• Support and collaborate with related parties on ad-hoc project (e.g. PLR implementation)

Skills / Knowledge Needs

• Good understanding of Banking and Treasury products, Finance & Capital Market, Financial analysis.
• Good understanding of bank's financial information (B/S, P&L, capital)
• Good understanding of Basel's and BOT's capital management framework, and upcoming regulatory changes
• Good analytical, problem-solving, modelling, presentation, and interpersonal skills, with strategic thinking and good business sense
• Quickly adaptive and ability to challenge the status quo
• Strong team player and leadership potential
• Ability to multi-task, organize and priorities work assignments and can handle pressure and tight deadlines.
• Good command of spoken and written English
• Excellent knowledge of Microsoft O365 (e.g. Excel, PowerPoint and Word)