AM, Market Risk Management, Asset Liability Management

• Generate ALM risk reports for management and regulatory reporting purposes.
• Analyse ALM risk exposures to determine trends and the basis of variances in exposures.
• Contribute to stress testing as part of enterprise-wide and thematic stress tests.
• Liaise with business units (e.g. corporate treasury, global markets, overseas risk and treasury units) on risk appetite, strategies and positions.
• Streamline BAU processes and improve reporting accuracy and insights, through process enhancements, automation and dashboarding.
• Conduct regular methodology and policy review in alignment with regulatory and industry development.
• Participate in user testing of the ALM system as part of system enhancements and parameter updates.

Group Risk Management works independently to protect, build, and drive our businesses. The team support good decision-making. With strong risk an...