Senior Expert, Asset and Liability Management

Mô tả Công việc

Job Purpose

The job holder responsible for:

- Report directly to the Director of Asset and Liability Management on assigned tasks, including tasks related to asset management, balance sheet analysis, support ALCO , and other tasks according to assignment

Key Accountabilities (1)

1. Providing strategic advice và advice, in-depth analysis to the Director of Finance, Director of ALM và ALCO support, leading the implementation and supervision of the following areas of work:

Balance sheet analysis

- Analyze and forecast liquidity ratios and interest rate risks on banking book and make recommendations to ensure compliance with limits.

- Provide scenarios and propose targeted balance sheet, surplus fund

- Implement forecasting and analysis of balance sheet scenarios and assessment of IRRBB, thereby making recommendations on asset allocation by customer group, product group, and mobilization allocation by group customer, term, in order to achieve targeted balance sheet and NII optimization

- Management of interest rate gap of the banking book: coordinate with Funding and Liquidity Management and the Market Risk unit, the interest rate risk on the bank book (IRBB) and Liquidity risk to evaluate the effect of interest rate gap on NII, propose to adjust the interest rate gap accordingly.

- Coordinate with Funding and Liquidity Management to propose internal limits and liquidity risk and interest rate risk on banking book.

- Coordinate with Market Risk Management Unit, Interest rate risk on banking book and Liquidity risk, Risk Management Division to come up with stressful scenarios on liquidity and interest rate risk on banking books.

- Develop policies on asset and liabilities management

- Propose medium and long-term capital issuance/mobilization plans. Policy management và internal transfer rate mechanism (FTP)

- Develop and implement the internal capital transfer pricing (FTP) policy of the bank. Use FTP tools to manage portfolio composition and complete liquidity structure.

- Propose capital transfer interest rates for new products, adjust capital transfer rates in line with the bank's strategy.

Capital Mangement

- Responsible for capital planning and capital management including calculating capital supply and demand, monitor capital adequacy ratio and report capital in accordance with legal regulations.

- Prepare capital contingency plan.

- Develop capital investment policy to optimize NII in terms of liquidity risk and interest rate risk on banking book.

Manage customer price brackets

- Develop a policy framework

- Review and amend the price policy framework

- Monitor the implementation of the pricing mechanism

- Propose to change the pricing mechanism

Performing a supporting role in the activities of the ALCO . Council

- Provide ALCO reports on analysis of balance sheet structure, efficiency of asset allocation for ALCO; Coordinate with related units to ensure reports are completed and timely provide analysis, recommendations, and resource allocation to Business Units with the goal of effective balance sheet management.

- Administrative tasks to support ALCO such as arranging meeting schedules, compiling meeting documents, monitoring the implementation of decisions of ALCO.

Key Accountabilities (2)

2. Directly contribute ideas and actively participate in ALM và ALCO support for the bank.

3. Guidance and training for Expert, Senior Officer and Officer of ALM và ALCO support

4. Participate in the development of procedures, instructions on the operations of ALM và ALCO Support.

5. In charge of other tasks related to the analysis of Techcombank's assets and liabilities and support ALCO at the request of the Director of ALM và ALCO support.