Support the development and enhancement of the Bank's Liquidity Risk Management framework, policies, limits, and monitoring standards in line with regulatory requirements and industry practices.
Monitor and analyze key liquidity risk indicators, including liquidity gaps, cash flow projections, funding concentration, liquidity buffers, and regulatory liquidity ratios.
Develop and perform liquidity stress testing, scenario analysis, early warning indicator monitoring, and Contingency Funding Plan (CFP) assessments.
Analyze balance sheet and customer behavior to identify emerging liquidity and funding risks.
Prepare liquidity risk reports and management insights for senior management, risk committees, and regulatory purposes.
Work closely with Treasury, Finance, ALM, Market Risk, Data, Technology, and other Risk functions.
Apply quantitative and data-driven approaches to strengthen liquidity risk monitoring and decision-making.
Continuously develop technical capabilities and be willing to learn and use tools such as SQL, Claude, GPT, and other analytical or AI-enabled tools.
Contribute to a collaborative, agile, and continuous-learning team environment.
Qualifications
Bachelor's or Master's degree in Finance, Economics, Statistics, Mathematics, Data Analytics, Engineering, or other quantitative disciplines.
Approximately 3–8 years of relevant experience in banking, financial risk management, treasury, liquidity risk, or related areas:
Manager: typically 3–5 years of relevant experience.
Assistant Director: typically 5–8 years of relevant experience.
Good understanding of banking and regulatory frameworks related to liquidity risk management.
Direct experience or exposure to LCR, NSFR, liquidity gap analysis, cash flow forecasting, stress testing, liquidity risk limits, early warning indicators, or contingency funding planning is preferred.
Experience or exposure in Asset & Liability Management (ALM), Treasury, Balance Sheet Management, or Market Risk would be an advantage.
Exposure to ALM, liquidity risk, or balance sheet management systems, such as FIS, Moody's, Oracle, or equivalent platforms, would be beneficial.
Familiarity with data extraction, reconciliation, reporting, or analytics from risk and finance systems would be an advantage.
Strong quantitative thinking, analytical ability, and structured problem-solving skills.
Comfortable working with data and willing to develop new analytical and technology capabilities.
Strong communication, stakeholder management, and teamwork skills.
FRM or equivalent professional qualification is an advantage.
