Job Responsibilities:
- Develop and enhance liquidity risk management and interest rate framework (IRRBB) and formulate policies to meet with regulatory requirements.
- Enhance Liquidity Stress Testing and Monitoring of Funding Concentrations, Early Warning Indicators, and liquidity contingency plan.
- Assist in specifying new functionality to further streamline operational processes and system architect.
- Liaising with key business stakeholders on Liquidity Risk process and system development and enhancement including risk data mart.
- Provide and prepare liquidity MIS and regulatory reports.
Job Requirements:
- Bachelor’s degree in a quantitative scientific subject. Master’s degree preferred but not required.
- At least 3~8 years’ experience in liquidity risk control, model or analytics role.
- Good understanding of internal liquidity risk management process and related regulation (MAS 649, 651, 637 etc).
- Strong communication skills and be able to work with different stakeholders including traders, product managers and senior management.
- A quick learner, result driven and willing to make a difference.
- Experience in data analysis and data processing preferred.
