• Competitive
  • Singapour, Singapore
  • CDI, Plein-temps
  • OCBC Bank
  • 23 nov. 17

Risk Analyst (AVP), Asset Liability Management, GRM

Risk Analyst (AVP), Asset Liability Management, GRM

Responsibilities
  • Prepare the Net Stable Funding Ratio ("NSFR") reports for regulatory submission on a monthly basis.
  • Compile data and prepare monthly liquidity risk reports for Group Asset Liability Management Committee (GALCO) and Board Risk Management Committee (BRMC).
  • Provide relevant and critical analysis on NSFR movements to internal stakeholders to support decision making.
  • Monitor the NSFR utilization against limits and make recommendation to management.
  • Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit).
  • Provide support to team members in the tracking of other liquidity risk measures as well as the annual ICAAP and IWST exercise
  • Provide support to overseas branches and subsidiaries in the timely and accurate production of NSFR reports.


Qualifications
Requirements
  • Minimum 5 Years' experience in asset liability management and/or risk management field.
  • Degree in Finance, Banking, Economics or related fields.
  • Advanced spreadsheet skills, including pivot tools and chart design.
  • Expertise with reconciling and analyzing large data sets, including knowledge in Fermat SQL scripting.
  • Working knowledge of Basel III and MAS's regulatory requirements relating to NSFR.
  • Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
  • Good planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
  • Good spoken and written English with policy/report writing skills.
  • Highly motivated, responsible, organized, and curious individual with uncompromising ethics and integrity.