Asset & Liability Management Officer

Overview

The ALM Officer will assist in measuring and reporting on liquidity situations covering local currency and foreign currency placements or borrowings. The incumbent will assist in liquidity analysis such as duration gap analysis, value at risk analysis and present value per basis point as well as any new tools to measure liquidity jointly with Risk department. The Job holder will support in maintaining and managing Fund Transfer Pricing mechanism (FTP) jointly with the Finance and Risk departments. Responsibilities

Assist in measuring and reporting on liquidity situations for local currency and foreign currency placements or borrowings. Assist in liquidity analysis including duration gap analysis, value at risk analysis, and present value per basis point, and help develop new tools to measure liquidity jointly with Risk Department. Support in maintaining and managing Fund Transfer Pricing mechanism (FTP) jointly with Finance and Risk departments.

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