Senior Risk Manager (ALM function) - International Corporate Bank

Risk: Senior Manager

Job Purpose:

The risk senior manager will lead and support the continuing development of the banks ALM function, develop risk models (excel) and support the annual planning process. Work collaboratively with departments such as Treasury and Accounting. Deliver high-standard work and be comfortable with change.

Responsibilities/KPIs:

Support the management of liquidity, interest rate, foreign currency, hedging and other balance sheet risks:

• To identify, measuring and report ALM risks on the balance sheet of the bank
• To maintain, monitor and review the ALM framework, policies and contingency plans
• To manage risks models such as the hedge accounting and counterparty credit risk, and ensure accurate and timeous reporting to stakeholders
• To monitor and report performance against the approved risk appetite statements and limits of the bank, including recommendations on new and amendments to existing statements and limits
• To perform appropriate and relevant stress testing and sensitivity analysis, including recommendations on practical and appropriate management actions to mitigate the impact and reporting thereof
• To accurately and timeously perform calculations on key ALM metrics
• To ensure compliance with the requirements of the ICAAP and Recovery Plan in relation to ALM risks
• To timeously meet ad-hoc request of internal and external stakeholders

To ensure compliance with regulatory requirements, timeously implement regulatory reforms, prepare for regulatory engagements and respond to requests from the Regulator:

• Implementation of regulatory reforms related to ALM
• Responsible for drafting meeting presentations for regulatory meetings
• To ensure public disclosures of ALM risks are in compliance with regulatory requirements (Pillar 3 disclosures)
• Completion of regulatory assessments issued by the regulator such as Quantitative Impact Assessments, Industry Surveys, etc.
• To provide support to the Accounting department in terms of completing regulatory returns
• To create informative analysis using the data from regulatory returns

Asset and Liability Management reporting:

• To prepare accurate and insightful ALCO reports
• Perform secretarial duties for ALCO