ALM - FTP - Money Market - Supervisor

- Runs simulations on the company's balance sheet to understand the sensitivity of earnings and capital to changes in interest rates and make recommendations
- Constructs internal ALM spot, forward, IRS curve, and interest rate term structure
- Builds and optimize FTP Building the ALM model, prepare monthly, quarterly, annual, and scenario analyses of earnings and equity at risk in accordance with Bank policy and regulatory guidance
- Manages key risk ratios and suggests optimal measure under stress situation
- Creates forecasts of net interest income over a variety of interest rate scenarios to understand the risk in the budget and forecast from market interest rates diverging from planned levels
- Prepares and compiles the committee papers for the Asset Liability Committee (ALCO)
- Prepares analysis on historical customer behaviors to refine the assumptions within the asset liability modeling
- Solve business problems by developing practical solutions through the application of quantitative methods
- Compiles and analyzes data to provide reporting and trending of key performance indicators to management in a timely manner; provides insights and identify data inconsistencies for investigation
- Identifies process improvements within analytics, challenging existing processes where needed, and developing an overall best practice Asset-Liability Management (ALM) model
- Manage Fund transfer pricing ( FTP) between HO and Branch
- Good knowledge of Money market and fund management