Assistant Vice President, Non-Traded Risk

Role Overview:

We are seeking a motivated experienced analyst to join our Non-Traded Risk team at Maybank Singapore. This role primarily focuses on individual contributions while also providing guidance and coaching to junior analysts on analytical techniques and methodologies. You will play a key role in measuring and monitoring liquidity risk, ensuring effective balance sheet management, and driving analytical practices within the organization.

Key Responsibilities:

BAU Reporting:

• Collaborate with the Head of Non-Traded Risk and management to assess and monitor liquidity risk for Maybank Singapore's subsidiary and branch.
• Ensure the accurate and timely production of key management and regulatory reports.
• Oversee daily monitoring of liquidity triggers and limits.

Analytics:

• Provide analytical support to inform country management on strategies for optimizing a resilient balance sheet.
• Partner with the Head Office modeling team to enhance existing balance sheet risk models and methodologies, integrating quantitative insights into current assumptions.
• Contribute to the development and improvement of analytical practices within Balance Sheet Management.

Systems Support and Projects:

• Utilize the bank’s Asset Liability Management (ALM) software for reporting and analytics.
• Engage in projects aimed at upgrading and enhancing the ALM software from an end-user perspective.
• Participate in risk management initiatives and other relevant projects as needed.

Qualifications:

• Over 5 years of experience in Asset Liability Management (ALM) or Corporate Treasury roles.
• Strong understanding of NSFR, LCR, and liquidity risk methodologies and practices.
• Familiarity with a diverse range of banking products, including retail, commercial, and Treasury offerings.
• Experience with ALM software and adeptness in querying data from data warehouses and data marts.
• Proficiency in SQL and/or SAS is required; familiarity with Python coding is a plus.
• A collaborative team player with excellent communication skills, capable of conveying complex technical and quantitative concepts to business stakeholders, IT, and senior management.

Please note that only shortlisted Candidates will be notified.