Job Advert Details
- Monitor Treasury metrics, limits (e.g. LCR, NSFR, ILM etc) with regards to ALCM FIM and regulatory policies
- Prepare components of ALCO reporting, including analysis of compliance measures, for presentation to the Committee
- Provide input to the capital funding plan, prepare net interest income metrics for each business line
- Support the annual policy review processes. (e.g. Contingency Funding Plan (CFP), Fund Transfer Pricing(FTP), Non-Trading Book Foreign Exchange Risk Policy etc)
- Support businesses through communication of all regulatory parameters in place across liquidity, capital and interest rate risk
- Support Internal Liquidity Adequacy Assessment (ILAA) process by preparing historical data analysis
- Support ALCM related project (e.g. ILM, IBOR transition)
Information
- Strong knowledge on banking products, balance sheets and liquidity management framework
- Strong financial skills or experiences with an ability to identify key business drivers.
- Working experience in Finance or relevant area over 5years
- Strong problem solving ability and analysis skill are mandatory
- Able to manage effective relationships with other stakeholders
- Good communication skill in both Korean and English