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
