Liquidity Risk Management (Manager - Assistant Director)

Key Responsibilities

• 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.