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Assistant Vice President, Group Market Risk Manager
Job SummaryThis position reports to Vice President, Group Head of Market Risk and is responsible for the day-to-day operation, maintenance, and reporting related to the Group’s Asset and Liability Management (AML) function and related technologies.
The incumbent will also be responsible for providing advice and support to senior management and corporate governance structure on all ALM and balance sheet management matters, including, but not limited to interest rate risk management, balance sheet dynamic, and economic analysis.
Your responsibilities will include:
- executing contractual, behavioural modelling and financial analysis of all market-related risks for the Group balance sheets
- validating external investment adviser performance through financial analysis and modelling of a large and diverse investment portfolio spanning multiple asset classes including derivatives
- managing related behavioural models and methodologies, including statistical analysis to defend related methodologies to internal and external stakeholders
- developing and maintaining the Bank’s ALM governance process (policies, procedures and guidelines) and the timely production and distribution of quality Board and ALCO packs
- monitoring changes in regulatory risk and reporting standards and implementing solutions that meet best practice
Your experience/skills may include:
- a university degree, preferably post-graduate (CA,CPA, CFA, MBA), with six years of progressive experience in treasury, balance sheet or risk management functions in an international finance setting
- deep working experience of fixed income, derivatives and cash markets
- strong math skills combined with sound analytical thinking, excellent numerical capabilities and quick/intelligent decision making
- strong written and oral communication skills with the ability to work independently on multiple tasks and/or projects
- proficiency in Microsoft Office suite of applications with expert spreadsheet skills and comfortable managing large volumes of data