ALM - FTP - Money Market - Supervisor
Mức lương: Thỏa thuận
Đã hết hạn nộp hồ sơ - 209 lượt xem
Ngày cập nhật: 24/10/2019
Thông Tin Tuyển Dụng
Mô tả công việc
- Runs simulations on the company's balance sheet to understand the sensitivity of earnings and capital to changes in interest rates and make recommendations
- Constructs internal ALM spot, forward, IRS curve, and interest rate term structure
- Builds and optimize FTP Building the ALM model, prepare monthly, quarterly, annual, and scenario analyses of earnings and equity at risk in accordance with Bank policy and regulatory guidance
- Manages key risk ratios and suggests optimal measure under stress situation
- Creates forecasts of net interest income over a variety of interest rate scenarios to understand the risk in the budget and forecast from market interest rates diverging from planned levels
- Prepares and compiles the committee papers for the Asset Liability Committee (ALCO)
- Prepares analysis on historical customer behaviors to refine the assumptions within the asset liability modeling
- Solve business problems by developing practical solutions through the application of quantitative methods
- Compiles and analyzes data to provide reporting and trending of key performance indicators to management in a timely manner; provides insights and identify data inconsistencies for investigation
- Identifies process improvements within analytics, challenging existing processes where needed, and developing an overall best practice Asset-Liability Management (ALM) model
- Manage Fund transfer pricing ( FTP) between HO and Branch
- Good knowledge of Money market and fund management
- Constructs internal ALM spot, forward, IRS curve, and interest rate term structure
- Builds and optimize FTP Building the ALM model, prepare monthly, quarterly, annual, and scenario analyses of earnings and equity at risk in accordance with Bank policy and regulatory guidance
- Manages key risk ratios and suggests optimal measure under stress situation
- Creates forecasts of net interest income over a variety of interest rate scenarios to understand the risk in the budget and forecast from market interest rates diverging from planned levels
- Prepares and compiles the committee papers for the Asset Liability Committee (ALCO)
- Prepares analysis on historical customer behaviors to refine the assumptions within the asset liability modeling
- Solve business problems by developing practical solutions through the application of quantitative methods
- Compiles and analyzes data to provide reporting and trending of key performance indicators to management in a timely manner; provides insights and identify data inconsistencies for investigation
- Identifies process improvements within analytics, challenging existing processes where needed, and developing an overall best practice Asset-Liability Management (ALM) model
- Manage Fund transfer pricing ( FTP) between HO and Branch
- Good knowledge of Money market and fund management
Yêu cầu ứng viên
- Strong quantitative analytical skills with proven ability to process large datasets into meaningful information, identify patterns, problems or analysis opportunities.
- Experience with and strong understanding of interest rate, fixed income, derivatives and banking related products
- Experience with performance/attribution analysis
- Ability to work in a collaborative within the team
- Strong technical skills in using Bloomberg, Reuters Eikon and familiarity working with data related to interest rate and fixed income derivatives.
- Strong communication skills both written and verbal in English
- Minimum of 3 years of applicable experience
- Familiarity working with big data , work, excel. Power Point…
- CFA, FRM, MFE preferred
- Experience with and strong understanding of interest rate, fixed income, derivatives and banking related products
- Experience with performance/attribution analysis
- Ability to work in a collaborative within the team
- Strong technical skills in using Bloomberg, Reuters Eikon and familiarity working with data related to interest rate and fixed income derivatives.
- Strong communication skills both written and verbal in English
- Minimum of 3 years of applicable experience
- Familiarity working with big data , work, excel. Power Point…
- CFA, FRM, MFE preferred
Quyền lợi được hưởng
- Bonus & 13th Month Salary
- Annual Health Check
- Training Courses
- Annual Health Check
- Training Courses
Cách thức ứng tuyển
Hồ sơ theo yêu cầu của nhà tuyển dụng khi liên hệ trực tiếp
Giới thiệu về công ty
SHINHAN BANK VIETNAM
Empress Tower, 138-142 Hai Ba Trung Street, Da Kao Ward, District 1, HCMC
Người liên hệ: HR Department
Empress Tower, 138-142 Hai Ba Trung Street, Da Kao Ward, District 1, HCMC
Người liên hệ: HR Department
Shinhan Bank is one of the leaders in Korean financial institutes with more than 100 years of traditional prestige. We have more than 1,000 inbound branches and the largest customer base in Korea, and 150 networks in 20 countries. We were the pioneer in Vietnamese potential market by establishing Shinhan ...Chi tiết
Shinhan Bank is one of the leaders in Korean financial institutes with more than 100 years of traditional prestige. We have more than 1,000 inbound branches and the largest customer base in Korea, and 150 networks in 20 countries. We were the pioneer in Vietnamese potential market by establishing Shinhan Bank Representative Office in 1993. Two years later, we opened Shinhan Bank Hochiminh Branch. Our big milestone was marked in Nov 2009 with the opening of the first 100% foreign owned bank, named Shinhan Vietnam Bank. November 2011, Shinhan Vietnam Bank merged & acquainted Shinhan Vina Bank to become Shinhan Bank Viet Nam. The Head Office is located in Ho Chi Minh city, and 30 branches are in Ho Chi Minh, Ha Noi, Bac Ninh, Dong Nai and Binh Duong, Hai Phong, Thai Nguyen, Vinh Phuc. If you desire to build an extraordinary career with Shinhan Bank Viet Nam and believe that you can make a difference, we invite you to submit your application for the following post: Ẩn chi tiết
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Tìm thêm việc làm
SHINHAN BANK VIETNAM
Địa chỉ: Empress Tower, 138-142 Hai Ba Trung Street, Da Kao Ward, District 1, HCMC
Quy mô: 1.000-4.999 nhân viên
Việc làm tương tự
ALM - FTP - Money Market - Supervisor
Mức lương: Thỏa thuận | Hạn nộp hồ sơ: Đã hết hạn nộp hồ sơ