About the role

Job Purpose

To provide critical and in-depth analysis on NIM, NII and balance sheet structure to management to support strategic business decisions
To ensure the FTP framework/methodology is aligned with the region-wide framework and its implementation is in accordance with the approved FTP framework
Provide and execute Balance sheet hedging and optimisation strategy and initiatives

Key Responsibilities

Assist in asset and liability optimization by analyzing a spectrum of loan and deposit products including securities and derivatives products
Produce and analyze NIM, NII, balance sheet structure and also perform ad hoc analytics in support of the various firm initiatives
Liase with various business desk heads and other front office personnel on banking product pricing, innovation and design
Promote transfer pricing (FTP) framework/methodology and its implementation including monthly booking of FTP balance sheet and P&L
Assist with assessing interest rate risk and liquidity risk in the Banking Book
Assist with funding and gapping strategies and managing structural liquidity for the bank
Mitigate risk through a range of hedge structures including rate derivatives in achieving hedge accounting treatment for the Banking Book.
Develop and produce report for ALCO on the balance sheet which enables senior management to make informed decisions with respect to changes in liquidity and income
Assist in reporting to regulatory bodies