Associate Asset and Liability Management

Main Responsibilities for this role:
•    ALM metric analysis and reporting liquidity, IRRBB/FXBB, RWA or capital: 

• Lead and conduct data analysis for the key business drivers for risk consumption with entity’s stakeholders accountable for monitoring and steering their liquidity, IRRBB, FXBB or RWA consumption. 
• Act as Regional coordinator of the monthly or quarterly reporting processes.  
• Prepare presentations to explain the drivers of the metric and its variations, communicate to key stakeholders (CFOs, Treasuries, RISQ, etc.) to support decisions by ALCO or other similar committees.

•    Risk framework: 

• Contribute to the annual review of liquidity, IRRBB sensi/FXBB exposure limit framework across all Asian entities to ensure that limits remain aligned with its risk appetite statement, regulatory requirements etc. 

•    Projects: 

• Support various projects that include reviewing and automating existing regional reporting, monitoring and analysis processes, prepare the business case to revamp existing setup or deep-dive analysis on studies led by the team for ALM steering.

•    Compliance with Group standards: 

• Understand Group norms, policies, and codes of practices, ensure regional alignment of ALM practices against Group standards where applicable, by performing regular reviews. 

Opportunities for the successful candidate

• In our regional capacity, you will have the opportunity to understand the different business, regulatory and ALM specificities of our entities operating in different jurisdiction.
• ALM topics are key to various decisions made across Asia, your role is a key contributor to the impact assessments of strategic decisions.
• You will be working with a team of senior ALM experts who all have a collaborative mindset and who are regularly exchanging their viewpoints on their domain to ensure comprehensive assessments by the team.
• You will also be working with various stakeholders including CFOs, CROS, Treasury, Head Office experts and business lines.

Key subjects covered by the ALM team: 

• ALCO: preparation and animation of the Asia ALCO (Asset Liability Committee) for the steering the balance sheet, RWA, capital and structural risks.
• Balance sheet and RWA: monitoring and analyzing the Asia’s balance sheet and RWA exposures and variations across business lines and forecasting upcoming changes for steering and financial budgeting process.
• Capital management: monitoring and analyzing the capital structure of Asian legal entities and optimizing their replacements; leading the capital calibration studies to support business development needs.
• Financial steering: RWA and capital forecasting for the strategic planning and financial budget.
• Structural risk liquidity/IR/FX: monitoring and analyzing the liquidity gaps (BAU, stressed) and banking book IRR sensitivities and FX exposures against thresholds/limits.
• ALM policies: contribute to the preparation of ALM-related policies including Risk Appetite Statements, Liquidity Contingency Plans or Frameworks.
• Norms: monitor regional compliance to Group policies / guidelines and regulatory norms relevant to ALM metrics.
• Projects: steer or contribute to projects related to any of the related ALM subjects (e.g. optimization of capital/funding or ALM governance topics or process-related improvements).