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.

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