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Team description The MRM-ALM (Asset Liability Management) team in Group Risk is responsible for providing independent risk control and managing liquidity risk and banking book interest rate risk. The Policy and Supervision team with MRM-ALM is responsible for reviewing and updating ALM policies, risk analytics and supervision of overseas ALM teams.
Key Responsibilities The candidate would be part of the team responsible for supervision of overseas ALM teams which will provide wide exposure to ALM policies, framework and risk management practices across locations. The candidate would also have the opportunity to be part of discussions at Local ALCO (Asset Liability Management committees) for select locations, as part of the Group oversight role.
Provide group oversight to select overseas locations by attending local ALCOs, reviewing local policy updates and reviewing model updates and back-testing.
Provide timely analysis on liquidity related issues and ad-hoc data and analytical support for senior management. This will include generation of a monthly dashboard for senior management summarizing balance sheet movements and risk positions for overseas locations
Assist in conducting annual liquidity /market risk limits review for select locations in liaison with Treasury and Branch Management, taking into consideration the changing business and regulatory needs at each location. Provide inputs on the reasonableness, relevance and appropriateness of limits from a risk point of view
Consolidate and monitor daily/monthly liquidity and interest rate profile of overseas entities against risk limits / MATs and assist in related escalation processes
Supported senior management in the NPAP process by conducting the initial review and initiating discussions with businesses to address ALM concerns.
Support project activities related to infrastructure roll-out for overseas locations as required.
Effective interpersonal skills
Good oral and written communication skills
Motivation to understand business rationale and analyse potential risks
Ability to multi task and work independently
Basic understanding of balance sheet / ALM concepts