AVP, Asset and Liability Management Risk Manager
Pt Bank Dbs Indonesia Tbk (Jakarta, Indonesia)
DKI Jakarta,
Indonesia
DBS is a leading financial services group in Asia with a presence in 19 markets. Headquartered and listed in Singapore, DBS is in the three key Asian axes of growth: Greater China, Southeast Asia and South Asia. The bank's "AA-" and "Aa1" credit ratings are among the highest in the world.
Recognised for its global leadership, DBS has been named “World’s Best Bank” by Global Finance, “World’s Best Bank” by Euromoney and “Global Bank of the Year” by The Banker. The bank is at the forefront of leveraging digital technology to shape the future of banking, having been named “World’s Best Digital Bank” by Euromoney and the world’s “Most Innovative in Digital Banking” by The Banker. In addition, DBS has been accorded the “Safest Bank in Asia“ award by Global Finance for 14 consecutive years from 2009 to 2022.
DBS provides a full range of services in consumer, SME and corporate banking. As a bank born and bred in Asia, DBS understands the intricacies of doing business in the region’s most dynamic markets. DBS is committed to building lasting relationships with customers, as it banks the Asian way. Through the DBS Foundation, the bank creates impact beyond banking by supporting social enterprises: businesses with a double bottom-line of profit and social and/or environmental impact. DBS Foundation also gives back to society in various ways, including equipping communities with future-ready skills and building food resilience.
With its extensive network of operations in Asia and emphasis on engaging and empowering its staff, DBS presents exciting career opportunities. For more information, please visit www.dbs.com
About this position
The AVP, Asset and Liability Management Risk Manager is responsible for the effective management of ALM risks, ensuring sound risk practices and compliance with regulatory requirements while supporting the overall financial performance of the Bank.
Responsibilities
As an ALM Risk Manager, you will be a key player in the effective management of Asset and Liability Management (ALM) risks. Your role will include:
• Managing IRRBB, LCR, NSFR, and MCO to ensure sound risk practices and compliance with regulatory requirements.
• Performing parameters review and conducting movement analysis to identify trends and potential risk exposures.
• Monitoring regulatory updates, ensuring compliance with evolving frameworks, and managing regulatory reporting to meet both internal and external requirements.
• Handle risk control and advisory matters such as new product assessments, limit monitoring, analysis and escalation.
• Risk profile analysis and reporting to senior management.
• Support ad-hoc regulatory / audit requests.
• Driving system enhancements and participating in ad-hoc projects, such as reporting improvements, source system changes, and upgrades to streamline and optimize ALM processes.
Requirements
• Minimum 8 years of experience in Banking with a strong foundation in balance sheet and liquidity management.
• In-depth knowledge of ALM risk disciplines, including IRRBB, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), and Maximum Cumulative Outflow (MCO).
• Strong analytical, communication, and presentation skills.
• Experience in project management, with a proven ability to handle multiple priorities and deliver results under minimal supervision.
• Technical proficiency in Python and VBA is preferrable.
