What You Do
- Generate ALM risk reports for management and regulatory reporting purposes.
- Analyse ALM risk exposures to determine trends and the basis of variances in exposures.
- Contribute to stress testing as part of enterprise-wide and thematic stress tests.
- Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions.
- Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding.
- Conduct regular methodology and policy review in alignment with regulatory and industry development.
- Participate in user testing of the ALM system as part of system enhancements and parameter updates.
Who you work with
Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk analysis. And a crucial, comprehensive role in sharpening our competitive edge. Optimising risk-adjusted returns. It's about seeking and adopting best-in-class practices. Protecting the group from unforeseen losses. Keeping risk within appetite. Embracing change and managing growth in one of the world's strongest banks.
Who You Are
- 1-3 years of related experience in the reporting and management of liquidity risk, IRRBB or SFX risk management, for e.g. related to MCO, LCR, NSFR, or gap, PV01, NII and EV.
- Candidates with reporting experience in other risk domains can be considered.
- Analytical, attentive to detail, and comfortable with handling data on Microsoft Excel and presenting results in tabular and chart format.
- Coding, dashboarding and automation skills would be a plus.
