Senior Manager, Liquidity and Balance Sheet Management

Location: Bangunan AmBank, Kuala Lumpur

Job Description:

• Reviews Funds Transfer Pricing methodology, curves, treatment and incentives.
• Institutes changes required in the Funds Transfer Pricing system and updates for new products.
• Performs analysis on funds transfer pricing, liquidity and funding metrics including that on net stable funding ratio and non-traded interest rate risk.
• Monitors key liquidity ratios on daily basis; performs forecasting to drive discussion on initiatives across business segments to ensure ratios operate within thresholds and limits.
• Prepares reports and information for discussion at the Group Assets and Liabilities Committee, and sub-ALCO liquidity working group.
• Undertakes initiatives related to liquidity management, including:
• Review and revision of framework documentations including that on funds transfer pricing, liquidity premium, non-traded rate risk in banking book, structural hedging, base rate;
• Formulation of annual funding and liquidity plan;
• Assisting in rolling out liquidity optimization initiatives.

Requirements :

• Degree in Accountancy, Finance or Banking; or related professional qualifications
• 6 years experience in Corporate Treasury, FTP, ALM, Capital Management, Market Risk or related fields
• Sound numerical, spreadsheet and analytical skills
• Good in communication, writing and presentation through PowerPoint
• Solid understanding of accounting and prudential regulations
• Hands-on knowledge of database technologies and its applicability in a finance environment
• Candidates with strong professional work experience track record from auditing and consultancy, having handled portfolio related to the financial services industry, may be considered