Market Risk Management – Asset Liability Management (1 year contract)-(2200013V)
Roles and Responsibilities
Perform analysis and prepare risk reports for internal stakeholders (including Global Treasury, Corporate Treasury, Business Units and Group Audit), risk committees and regulatory submissions
Responsible for limits monitoring, investigation and escalation of breaches
Improve and streamline risk metrics and reports
Participate in ALM system implementation project including user testing and migrating from existing to the new reporting process as part of the implementation
Qualifications
Skills and qualifications
Sound knowledge of ALM
Strong analytical skills
Independent, fast learner, performance driven
Attention to detail
Good communication skills
Experience in BAU tasks relating to risk reporting, analysis and process improvement for internal and regulatory reports preferred.
Sound knowledge in ALM, or balance sheet management functions in a bank or in a consulting firm focusing on related areas will be a strong advantage.
Experience in project assignments relating to system upgrades, e.g. creating test cases and performing UAT will be a strong advantage.