Senior Manager - ALM (Basel II/III exp.)
Your key responsibilities will be:
- Develop and implement both long term and tactical ALM strategies for various FS clients;
- Primary source of ALM contact for external functions including investment heads, CFOs, CROs etc.
- Recommend and implement asset allocations to enforce ALM risk management and balance sheet optimisation for APAC region Clients
- Assist clients with implementing policy and procedure with all aspects of ALM and liquidity
- Develop contingency funding plan, cash flow projection and modelling in accordance to latest regulatory requirements
- Perform pricing / modelling of a wide variety of financial and derivative instruments; including mortgage backed securities, asset backed securities, credit derivatives, interest rate derivatives, complex structured derivatives and exotic options, etc
- Assist clients with complying with the current and upcoming regulatory requirement related to liquidity and ALM
- Perform statistical modelling to better understand liquidity risk of different products on the balance sheet
- Support the client with all aspects of risk / treasury system implementation including business requirements, configuration, UAT testing, etc
- Maintain up-to-date knowledge of risk management practices, both locally and internationally
- Develop and maintain productive working relationships with client personnel
- Build strong internal relationships within Advisory practice and across other services
Successful applicant should have:
Detailed knowledge and hands-on exposure in at least one of the following Risk management core area including: interest rate risk in the banking book, liquidity risk, funds transfer pricing, treasury.
Experience with OFSAA would be an advantage.
Relevant professional qualifications such as CPA, CFA, FRM.
Proficiency in spoken and written English and ideally Mandarin.
Strong communication and presentation capability.
Ability to thrive in an international environment.
Excellent analytical, problem solving and project management skills.
If you are interested please APPLY ASAP so that our Consultant can call you back and tell more details.