Job description

• Daily Liquidity & Market Risk Monitoring

- Monitor daily liquidity positions, HQLA portfolios (SGS, Treasuries, repos), and market risk limits across entities and currencies.

- Verify regulatory eligibility, concentration limits, and haircut compliance.

- Track market risk metrics including Value-at-Risk (VaR), PV01, and interest rate sensitivities.

- Escalate limit breaches and portfolio concerns immediately to the Head of Market & Liquidity Risk.

- Challenge Treasury's portfolio composition and market risk positioning while leaving execution/yield decisions to Treasury/ALM.

• MAS Regulatory Compliance & Reporting

- Act as the risk function's primary operational contact for MAS liquidity regulations and market risk guidelines

- Coordinate regulatory submissions and handle initial examiner inquiries, escalating complex matters to the Head.

- Produce liquidity and market risk dashboards for ALCO, Board Risk Committee, and MAS.

• Stress Testing & Cash Flow Forecasting

- Build, run, and maintain multi-currency cash flow forecasting and stress testing models using standard data tools.

- Execute quarterly liquidity and market risk stress testing cycles based on methodologies set by the Head.

- Propose scenario refinements and prepare data analysis supporting presentations to ALCO and the Board.

• Interest Rate Risk in the Banking Book (IRRBB)

- Measure and analyze the impact of interest rate movements on Net Interest Income (NII) and Economic Value of Equity (EVE).

- Validate behavioral assumptions used in IRRBB modeling, such as non-maturity deposit decay rates and loan prepayments.

• Contingency Funding Planning (CFP)

- Manage day-to-day maintenance, data tracking, and operational testing of the Contingency Funding Plan (CFP).

- Coordinate annual crisis simulations and calibrate Early Warning Indicators (EWIs)

• Independent Risk Advisory & Framework Enhancement

- Provide independent second-line risk assessments on the liquidity and market risk impact of new products (NPA process).

- Evaluate the risk profiles of large transactions and balance sheet initiatives originating from the Front Office and Finance.

- Execute continuous improvements, system testing, and automation projects for risk policies under the Head's direction.

Job Requirement

• 5-7 Years Banking Experience - Progressive experience in liquidity management, treasury, or ALM within a Singapore bank or APAC regional treasury center; direct hands-on exposure to MAS regulations (Notice 655/656), Basel III frameworks (LCR, NSFR), and regulatory audits.

• Multi-Currency Liquidity Management - Proven track record managing SGD, USD, and EUR liquidity positions; familiarity with Singapore Government Securities (SGS) market, MAS standing facilities, FX swaps, repos, and interbank funding instruments.

• Treasury Systems Proficiency - Advanced user of liquidity/treasury management platforms (Murex, Calypso, Summit, or equivalent); experience with regulatory reporting systems and data extraction for MAS submissions.

• Analytical & Automation Skills - Expert-level Excel (pivot tables, macros, complex modeling); working knowledge of VBA, SQL, or Python for cash flow forecasting, stress testing automation, and liquidity dashboard development.

• Stress Testing & Reporting Tools - Hands-on experience designing liquidity stress test scenarios, building behavioral models, and creating management dashboards using data visualization tools (Tableau, Power BI, Qlik) for ALCO and Board-level presentations.