Job description:

Central Treasury Unit (CTU) is an executive arm of ALCO whereby CTU undertakes strategic asset liability management effort to drive a more optimal balance sheet profile of the Bank, in particular in relation to the Bank’s structural interest rate and liquidity profile. This is a Non-Revenue generating role

The specific job responsibilities include the following:

• Provide strategic analysis of balance sheet structure and recommend strategy for Asset and Liability management
• Manage overall Structural Liquidity including Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR) profile, and Interest Rate Risk including Interest Rate Risk in banking book (IRRBB), Hedging structure
• Propose and maintain FTP (cost of fund) to drive balance sheet and business. Analyze of FTP parameters including market data and internal balance sheet
• Work with business units to strengthen the local Funding and Deposit franchise, manage and strengthen Net Stable Funding Ratio (NSFR) profile / Liquidity Coverage Ratio (LCR) profile
• Optimize other relevant financial/risk parameters
• Fund raising activity including Bond issuance, FX Swap, Money market
• Investment management of bank’s liquidity including Fixed Income portfolio
• Propose any new initiatives and analyze risk dashboards to ALCO

Qualification required;

• Bachelor or Master Degree : Finance, Accounting, Economic, MBA or related field
• Minimum 3 years of experience in related field, banking industry , Money Market, Fixed Income, Derivative, Risk Management, Fund raising and Bond issuance.
• Familiar with Banking Strategy and Finance, Balance Sheet Management & Fund Transfer Pricing Strategy.
• Knowledge in Money Market, Bond issuance, treasury products and environment
• Good in Presentation, Negotiation and Communication skills, Microsoft PowerPoint and Excel
• Good command of English