MGR/AVP, Market Risk Management, Asset Liability Management

OCBC Bank is the longest established Singapore bank, formed in 1932 from the merger of three local banks, the oldest of which was founded in 1912. It is now the second largest financial services group in Southeast Asia by assets and one of the world's most highly-rated banks, with an Aa1 rating from Moody's. Recognised for its financial strength and stability, OCBC Bank is consistently ranked among the World's Top 50 Safest Banks by Global Finance and has been named Best Managed Bank in Singapore by The Asian Banker.

Division Description
Group Risk Management (GRM) is an independent function responsible for ensuring that risk management practices at OCBC Bank are effective and comprehensive.
GRM builds and drives the Bank's businesses through an integrated risk management approach relying on strong risk analytics to support strategic business decision-making and to create a competitive edge for the Group.

Key Responsibilities:

• Develop and maintain ALM models on behavioural profile of customers/products as guided under regulatory framework and internal assumptions
• Perform analysis on ALM models, such as impact study on change of behavioural assumptions or modelling approaches.
• Maintain and review ALM policies on models with reference to regulatory guidelines and internal assumptions
• Represent team in system enhancements and projects related to models
• Liaise with internal stakeholders (including Global Treasury, Corporate Treasury, Business Units, and Audit) on ALM modelling
• Support the validation of ALM models

Qualifications
The ideal Candidate would meet the following requirements:

• Analytically inclined
• In-depth knowledge in statistical modelling or machine learning.
• Well versed in at least one of the following programming languages: Python, C/C++, VBA, R.
• Independent, fast learner, performance driven
• Attention to detail.
• Good communication skills.
• Prior experience in statistical modelling or machine learning techniques in financial industry; direct experience in ALM models will be a strong plus
• Experience with Treasury, ALM, or balance sheet management functions in a bank or in a consulting firm focusing on related areas preferred

At OCBC, we recognise your drive, passion and talent. We will bring out the best in you and empower you to excel. Fulfil your life goals and career ambitions with us.

*We regret that only shortlisted Candidates will be notified.