Job Description

Description Primary Objective: Provide support to other risk management and reporting function Heads in GALM pertaining to ALM risk governance documentations and quantitative measurement methodologies as well as reporting tools Lead and direct the team to develop and maintain ALM risk management (incl. balance sheet/interest rate risk, liquidity and structural FX risks) related framework/policy/methodology/ guidelines documents and operational manuals for good risk governance and effective control Lead and direct the team to develop and maintain methodologies relating to ALM risk management, stress testing and product behavioural characters Supervise Regional Offices on guidelines interpretation & ensure alignment of models/methodologies with HQ to ensure consistency in risk measurement and management Review policy documents to ensure consistent application of risk governance Responsible for GALCO Secretariat functions and general administration Responsible for ALM System Management Delivery of timely and accurate documentations and methodologies Monitor and track compliance with regulatory\'s requirements of governance and measurement methodologies Implement changes from knowledge learnt via training Mentoring/coaching of direct reports Staff development and productivity Key Responsibilities: ALM Risk Governance and Method Provide advice and support to Head, Group ALM in overall direction for development and enhancement of ALM risk management policy/methodologies/guidelines, quantitative product behavioural characters, stress testing for good risk governance and effective risk management Provide guidance/advice to Regional or Overseas Branches/Subsidiaries on best practices to ensure adoption/implementation of prudent ALM risk measurement methodologies practices in line with internal and external regulatory requirements of Head Office and respective jurisdiction Manage the development of internal capabilities within the team in the development/ enhancement of Group ALM framework/Policies /Guidelines/Methodologies/Operational Manuals/User Guides and management of ALM risk exposures and compliance for effective risk management Maintain appropriate relationship with regulators to facilitate development/enhancement of ALM risk measurement Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements Monitor and work with other risk management function Heads of GALM in providing tools for capturing of required data for accurate and timely reporting Provide feedback/comments on Pillar 3 and/or write-up for disclosure in annual reports Spearhead to coordinate with IRR and LRR teams for responses to regulators\' findings, queries, policies/guidelines/exposure drafts, auditors\' findings and queries rating agencies\' requests to streamline work flow and accurate proceeding for work efficiency Coordinate with IRR and LRR on queries and clarification and liaise with regulators to centralize work process for work efficiency Establish and/or review operational manual documents relating to risk governance and method to ensure business continuity best practice GALCO Secretariat & General Administration Assume secretariat roles & responsibilities: arrange for meeting, minutes taking, follow up on matters arising to ensure smooth operation of GALCO meeting Responsible for meeting pack compilation incl. reports and discussion papers for distribution before meeting Provide support in all office general administration function including fixed assets & stationeries requisitions, department utilities etc.to streamline work process and for work efficiency Responsible for coordination of performance appraisal, supporting budgeting process of Group ALM for work efficiency Establish and/or review operational manual documents relating to secretariat and general administration functions to ensure business continuity best practice ALM System Management Provide advisory on products and parameters set up relating to interest rate and liquidity risks for purpose of capturing in KRM System for accurate output reports Provide support to KRM-ALM projects to ensure smoothness and completion in time Evaluate and recommend improvement in system and processes to attain efficiency, effectiveness and optimisation Assist in automation of reporting for Department to improve report delivery time and accuracy of output results Assist in establishing product behavioural models and set up in KRM System for accurate capturing of information to produce accurate output Establish and/or review operational manual documents relating to project and system support to ensure business continuity best practice Any other duties that may be assigned by GCRO and/or Head of Group ALM from time to time . Requirements Requirements: Bachelor Degree - Tertiary education in risk management, banking & finance, economics, mathematics or similar related degree. - Chartered Banker, BRM, FRM, PRIMA - added advantage 10 to 15 years of professional experience (with 8 years in supervisory/managerial levels) in Treasury, Risk Management or Asset Liability Management operations preferably with strong ALM risk (incl. interest rate & liquidity risks) reporting & management and ALM System implementation knowledge and discipline Strong understanding of ALM functionalities, financial reports and ALM techniques Strong understanding of data sources/data warehouse Strong communication, writing and influential skills to direct & influence other business lines Strong analytical and relationship/team building skills Flexible & able to quickly adapt to different & difficult situation s Benefits Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards

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