- To perform quantitative analytics in ALM and capital management to support BSM and ALCO in order to manage and optimize the balance sheet structure and profile.
- Study products, customers’ behaviour and historical market data.
- Using SAS, Crystal Ball and other modeling environments to develop, review and improve interest and liquidity gap, deposit behavior, liquidity stress, FTP, regulatory and economic capital (ex credit) models.
- Responsible for annual ICAAP reporting to the BOD (internal risk based assessment of capital adequacy, target setting, capital planning).
- Coordinate Bank-Wide Stress Testing and liquidity stress testing exercise, at least annually. Perform analysis and write up executive summary. Make presentations to BOD, RMC, and ALCO.
- Provide analysis on capital and debt raising alternatives on the Bank's balance sheet profile.
- Produce metrics for Liquidity, LCR, and NSFR reporting to the BoD and BoT.
- Analyse and understand balance sheet items and risks that impact the Bank’s capital position. Assist Head of Balance Sheet Analytics in analysing the Bank’s balance sheet to understand the linkage of ALM, interest rate risk, liquidity risk, market risk, credit risk and capital.
- Document model methodology, workings, and assumptions and submit for review and approval by relevant authority.
- Study, set up and maintain desktop modeling environments, check and reconcile data with FDMC, MRM, TMBA, FBP, FC, TMO, CM.
- Coordinate with MIS, IT or other units to maintain supporting systems and ensure the completion of routine & reconciliation processes, system/application development/correction and ensure data integrity.
- Manage requests from ALCO and Management by providing analytical support as required to BSM team.
- Produce more complex metrics used by BSM dashboards / reporting not generated by FDMC/Power BI.
- At least Bachelor’s degree in Finance, Economics, mathematics, statistics, or related field. MBA is preferred.
- Minimum 7 years experience in Finance or Risk in banking industry.
-An excellent understanding of Basel regulations and upcoming regulatory changes.
-Banking and Treasury products, Finance & Capital Market, Financial analysis, Risk Management.
-Stochastic and statistical modeling techniques.
-SAS, Crystal, VBA.
- Good command in English both writing and speaking.
Interested candidate please apply online at https://career.tmbbank.com
Tell us what you’re looking for and we’ll match you to the most relevant Hospital Please provide some additional details for your application Almost there - Please provide some details about your job search in general