Manager, Capital & Balance Sheet Management, Group Finance

Overview:

1. Ensure proper handling of the ALM system and eventually compliance to the internal and regulatory requirements.
2. Identify, assess, complete, measure, report on and monitor risks associated with ALM technology and system.
3. Prepare the documentation of policies, processes, assumption, methodologies in relation to ALM technology and system, on behalf of the capital and balance sheet management.
4. Perform business partnering roles in supporting stakeholders, including Risk and Treasury by working closely with them to execute the Bank’s strategy as decided in ALCO.
5. Perform maintenance and active role in Finance IT infrastructure project under the ambit of capital and balance sheet management.

Specific duties and responsibilities:

1. Lead the infrastructure setup for the ALM system, including but not limited to periodic maintenance, testing, and performing scenario-based ALM and liquidity risk analyses on static or dynamic balance sheets.
2. Enable interest income and EVE simulation using multiple approaches.
3. Prepare an appropriate management information system that provides the board, senior management and other relevant officers timely and forward-looking information on its liquidity position via the ALM system.
4. Perform maintenance for ALM System to support the reduction of risk, enhancement of control, accuracy and completeness of data used and business process changes throughout the project period.
5. Main reference to provide technical query support to the team for maintenance of the system.
6. Ensure adherence and compliance to all internal policies/guidelines and external regulatory requirements.
7. Any other duties/assignment as and when directed/assigned by the superior as per business requirement from time to time.