Associate - Regulatory Reporting - Asset Liability Management

- The Treasury ALM Associate will form part of the Global Asset Liability (ALM) Team, supporting the development and implementation of the firm's ALM framework, with particular focus on Funds Transfer Pricing (FTP) methodologies and Interest Rate Risk in Banking Book (IRRBB) analytics.

- This role offers exposure to critical balance sheet management activities and the opportunity to work with sophisticated analytical tools and methodologies.

- IRRBB monitoring and reporting to multiple regulators (JFSA, MAS, PRA, EBA and BaFin)

- Building and enhancing IRR models to conduct sensitivity analysis and stress testing - NII, EVE and repricing

- Support development of potential hedging strategies including assisting in behavioral modelling for deposits and loans.

- Contribute to ALCO reporting and regulatory submissions.

- Collaborate with IT team to enhance, develop and maintain IRRBB calculation tools.

- Collaborate with Treasury and Risk teams on ALM strategies

- Demonstrate flexibility and willingness to cover both IRRBB and FTP functions, with commitment to continuous learning and development across both domains to ensure effective cross-functional support within Treasury