Prepare presentation, analysis and recommendations on liquidity and interest rate risk in banking book (IRRBB) management to Asset and Liability Management Committee (ALCO) and other relevant Committees.
Provide ALM strategies to manage the bank's balance sheet at the optimal level which is balanced between risk and return objective.
Analyze impact to liquidity and interest rate risk in banking book position when changes in the bank's business strategies and peers strategies as well as changes in relevant regulations.
Develop efficient process, framework, measurement, and tools in managing liquidity risk and interest rate risk in banking book.
Coordinate with other teams to perform stress testing, disclosure reports under liquidity risk and IRRBB and others to ensure compliance with regulatory (BOT) and internal requirements.
Review and update regulatory (BOT) and internal policies/ documents related to liquidity risk and interest rate risk in banking book.
Other ad hoc tasks and assigned projects.
Skills / Knowledge Needs
Bachelor or Master's degree in Finance, Accounting, Economics, Statistics, or related field.
At least 3 years of work experiences in ALM, Treasury or related fields in banking industry.
Good knowledge of Asset and Liability Management (ALM), Liquidity Risk/ Interest Rate Risk, Banking and Treasury Products, Finance, Capital Market, Financial Analysis.
Good analytical, presentation, and interpersonal skills, with strategic thinking and good business sense.
Good team-working attitude and able to work under pressure.
Highly proficient in the use of Microsoft Excel, Power Point, and applicant familiar with VBA, Access, Power Query/BI will be advantage.
