Skip to main content

This job has expired

You will need to login before you can apply for a job.

GT Asset Liability Management

Employer
OCBC Bank
Location
Singapore, Singapore
Salary
Competitive
Closing date
Dec 18, 2022

View more

Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Roles and Responsibilities:

  1. Manage operational liquidity for the Bank and recommend strategies for NIM and NII enhancements.
  2. Optimise and diversify funding sources across multi-currencies. Includes diversify wholesale funding sources via short-dated issuances and large central bank and SSA deposits
  3. Assist in management of the Bank's regulatory and internal liquidity limits/ratios such as Minimum Cash Balances, Liquidity Coverage Ratio and Maximum Cumulative Outflows
  4. Proactive management of gapping positions, investment swaps and hedging strategies via interest rate derivatives to optimise liquidity and funding costs.
  5. Keep abreast of market developments in the liquidity and rates markets.

Reporting to:
Head, GT-ALM (Central Liability Unit)

Qualifications
Requirements:

  1. Good University degree with 2-3years of relevant market experience.
  2. Good knowledge of ALM and MAS Liquidity framework.
  3. Able to analyze economic and market data and formulate market strategies for hedging the book.
  4. Highly motivated individual who can work independently as well as in a team.
  5. Strong analytical skills and is proficient in Microsoft Excel macro programming

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert