Job Purpose
The job holder responsible for:
&039;Report directly to the Head of Treasury và Director of ALM và ALCO support with assigned tasks, including tasks related to asset management, assets và liabilities, balance sheet analysis, ALCO support, and other tasks accordingto assignment.
Key Accountabilities (1)
. Make recommendations, advise the Head of Treasury, Director of ALM và ALCO support, lead the implementation and supervise the implementation of the following areas of work:
Balance sheet analysis
- Management of interest rate gap of the banking book: coordinate with Funding and Liquidity Management and the Market Risk unit, the interest rate risk on the bank book (IRBB) and Liquidity risk to evaluate the effect of interest rate gap on NII, propose to adjust the interest rate gap accordingly.
- Analyze and forecast liquidity ratios and interest rate risks on banking book and make recommendations to ensure compliance with limits.
- Provide scenarios and propose targeted balance sheet, surplus fund
- Develop policies on asset and liabilities management
- Implement forecasting and analysis of balance sheet scenarios and assessment of IRRBB, thereby making recommendations on asset allocation by customer group, product group, and mobilization allocation by group customer, term, in order to achieve targeted balance sheet and NII optimization
- Coordinate with Market Risk Management Unit, Interest rate risk on banking book and Liquidity risk, Risk Management Division to come up with stressful scenarios on liquidity and interest rate risk on banking books.
- Develop and implement the internal capital transfer pricing (FTP) policy of the bank. Use FTP tools to manage portfolio composition and complete
- Propose medium and long- term capital issuance/mobilization plans. Policy management và internal transfer rate mechanism (FTP)
- Coordinate with Funding and Liquidity Management to propose internal limits and liquidity risk and interest rate risk on banking book.
liquidity structure.
- Propose capital transfer interest rates for new products, adjust capital transfer rates in line with the bank&039;s strategy. Capital Mangement
- Develop capital investment policy to optimize NII in terms of liquidity risk and interest rate risk on banking book.
- Responsible for capital planning and capital management including calculating capital supply and demand, monitor capital adequacy ratio and report capital in accordance with legal regulations.
- Prepare capital contingency plan.
Manage customer pricing framework
- Monitor the implementation of the pricing mechanism
- Develop a policy framework
- Propose to change the pricing mechanism Perform supporting role in the activities of the ALCO
- Administrative tasks to support ALCO such as arranging meeting schedules, compiling meeting documents, monitoring the implementation of decisions of ALCO.
- Review and amend the price policy framework
- Provide ALCO reports on analysis of balance sheet structure, efficiency of asset allocation for ALCO; Coordinate with related units to ensure reports are completed and timely provide analysis, recommendations, and resource allocation to Business Units with the goal of effective balance sheet management.
Key Accountabilities (2)
Guidance and training for Senior Officer and Officer of ALM và ALCO support
Directly contribute ideas and actively participate in ALM và ALCO support for the bank.
In charge of other tasks related to the analysis of Techcombank&039;s assets and liabilities and support ALCO at the request of the Director of ALM và ALCO support.
Participate in the development of procedures, instructions on the operations of ALM và ALCO Support.
