Assistant Vice President, Corporate Treasury - FTP Trading / Hedging MY

Job Purpose

• To provide critical and in-depth analysis on NIM, NII and balance sheet structure to management to support strategic business decisions 


• To ensure the FTP framework/methodology is aligned with the region-wide framework and its implementation is in accordance with the approved FTP framework


• Provide and execute Balance sheet hedging and optimisation strategy and initiatives

Key Responsibilities

• Assist in asset and liability optimization by analyzing a spectrum of loan and deposit products including securities and derivatives products


• Produce and analyze NIM, NII, balance sheet structure and also perform ad hoc analytics in support of the various firm initiatives


• Liase with various business desk heads and other front office personnel on banking product pricing, innovation and design


• Promote transfer pricing (FTP) framework/methodology and its implementation including monthly booking of FTP balance sheet and P&L


• Assist with assessing interest rate risk and liquidity risk in the Banking Book


• Assist with funding and gapping strategies and managing structural liquidity for the bank


• Mitigate risk through a range of hedge structures including rate derivatives in achieving hedge accounting treatment for the Banking Book.


• Develop and produce report for ALCO on the balance sheet which enables senior management to make informed decisions with respect to changes in liquidity and income


• Assist in reporting to regulatory bodies