Job Purpose.

- Review and update the ALM policy, ensuring governance around ALM process.

- IRRBB analysis.

- Keep oversight of key developments/escalations from IBG ALCO.

- Monitor recovery plan triggers.

- In depth analysis of Net interest margin (NIM) on monthly basis to ALCO.

- Produce P&L analysis, funding center profit distribution and handle all adhoc analysis requirements of the funding center.

- Produce Group ALCO pack on monthly basis.

- To automate reports in coordination with IT to improve operational efficiency.

- To play a a key role in the new management reporting projects.

- Annually refresh policies on ALM and other related policies like Group Capital Allocation policy, RAROC policy.

- Review bank level capital and overseas branches capital position and prepare periodic reports for ALCO.

- Have in depth understanding of RAROC and produce quarterly analysis of RAROC.

Key result Areas.

- Provide adhoc analysis requested by ALCO in complex areas, such as deep dive analysis into NIM, peer analysis on capital ratios, liquidity related, etc.

- Comply with Interest rate risk in banking book (IRRBB) standards.

- Review and update the ALM policy, ensuring governance around ALM process.

- Specific focus on in-depth analysis, timely submission of presentations, , improving efficiency and maintaining/enhancing controls in ALM.

- To publish a consolidated view of the funding center including diverse and complex revenue streams like investments and money market.

Responsibility to reconcile this P&L with management books.

- Coordinating automation initiatives in coordination with IT in brining new innovations and automation initiatives.

- To prepare ALCO pack accurately and ensure that sufficient internal controls are maintained.

- Prepare RAROC analysis - bank wide and publish the results to Group ALCO.

Perform analysis on capital adequacy, capital efficiency - group level and overseas branches.

Knowledge, Skills and Experience.

- Chartered accountant with 8-10 years of banking experience in areas of management or financial reporting.

- Ability to write codes to automate various excel based reports preferred.

- Excellent PC skills and should be seamlessly able to work with all Microsoft application, in specific excel and power point and PowerBI.

- Excellent understanding of the back end systems and complexities of FTP/ALM processes.

- Good knowledge of interest rate risks & liquidity risks of various banking products.

- Strong interpersonal skills to coordinate with cross functional teams in projects and delivering to expectations of key stakeholders.

Capable of understanding & communicating in a clear and concise fashion with various senior business group executives & other stakeholders across the bank on issues concerning transfer pricing, ALM and projects.