This AVP, Asset & Liability Management role is with an established global bank located here in Singapore. It is a dynamic role which requires a strong analytical mindset.
Client Details Our client is one of the top three banks by asset size in it's country of origin with presence in major of the economically powerful cities including Singapore. They are expanding rapidly in Singapore and is looking for a savvy AVP, Asset & Liability Management.
Description Reporting to the Head of Risk, the AVP of Asset & Liability Management will be involved in:-
- Preparing daily and monthly risk reporting, commentary and analysis which includes market risk, liquidity gap, liquidity coverage ratio and interest rate gap.
- Formulating funding strategy and balance sheet forecast based on revenue budget and risk appetite.
- Conducting liquidity stress test and liquidity behavioural assumption reviews.
- Monitoring market risk exposure and stop loss limit.
Profile To qualify the potential AVP of Asset & Liability Management should meet the following criteria:-
- Bachelor's Degree in Finance, Accounting, Economics or Commerce
- At least 5 years of experience in liquidity risk or market risk.
- Strong product knowledge in FX, FX Options or Plan Vanilla
- Excellent knowledge of liquidity risk and regulatory framework.
- Sound understanding on risk methodologies such as VaR, Stress Testing and Market Risk Methodologies.
Job Offer Competitive salary and package commensurate with the candidate's level of experience.
To apply online please click the 'Apply' button below. For a confidential discussion about this role please contact Devan Nanthacumar on +65 6416 9879.
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