Team Lead – Non Traded Risk (IRRBB & Liquidity Risk) - MAYBANK SINGAPORE LIMITED

Roles & Responsibilities

Key Responsibilities :

• Lead and mentor a team of analysts to deliver high-quality, timely IRRBB and liquidity risk reports and analyses.
• Provide thought leadership on evolving best practices and measurement techniques in IRRBB and liquidity risk management.
• Oversee the production of key management and regulatory reports related to IRRBB and liquidity risk, ensuring accuracy and timeliness.
• Manage daily monitoring of risk triggers and limits, leading periodic calibration and review of IRRBB risk limits.
• Support the Head of Non-Traded Risk (NTR) and senior management in measuring and monitoring IRRBB, FX risk, and liquidity risk for the bank.
• Lead the development and enhancement of IRRBB measurement techniques, stress testing frameworks, and scenario analysis methodologies.
• Collaborate with the Head Office modelling team to review and quantitatively enhance existing balance sheet risk models and assumptions.
• Provide analytics support to advise regional and country management on strategies to build an efficient and resilient balance sheet.
• Drive the evolution of analytical capabilities and practices within Balance Sheet Management.
• Engage with key internal stakeholders (business, treasury, IT, operations) to ensure alignment and smooth execution of IRRBB-related activities.
• Leverage and optimize the bank’s Asset Liability Management (ALM) software solutions for BAU reporting and analytics.
• Lead or support projects aimed at upgrading or improving ALM systems from an end-user perspective.
• Participate in BCBS 239 compliance initiatives and other relevant projects to enhance risk data aggregation and reporting capabilities.

Qualifications & Experience :

Tell employers what skills you have

Management Skills

Treasury

Analytical Skills

Key Management

Mathematics

Risk Management

Economics

IT Operations

Thought Leadership

SQL

Python

ALM

Stress Testing

Regulatory Requirements

Stakeholder Management

Calibration