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