Associate, Prudential Liquidity Management, ALM Treasury
Support Head of ALM‐T/PLM APAC in all tasks related to the meeting of the teams' objectives.
• Analyze regulatory reporting and provide comments to various internal stakeholders and supervisors on a needed basis.
• Keep the Head Office and local stakeholders informed of any developments in the region, on the liquidity regulatory side as well as on Interest Rate Risk in Banking Books (IRRBB) and FX Risk in Banking Books (FXRBB) regulations.
• Assess regulation impact on APAC entities and develop recommendations as to adapt organization.
• Support ALM Treasury Head Office in its initiatives relating to liquidity and IRRBB/FXRBB regulations or supervision with an APAC dimension.
• Ensure compliance with ALM Treasury Head Office Policies, guidelines and standards across APAC entities as well as compliance with specific, local requirements in collaboration with local representatives (Compliance, ALMT, Finance, RISK). These policies include, but are not limited to: Liquidity Policy, Liquidity Contingency Plan, Stress Testing Policy, Intraday Liquidity Management Policy, IRRBB and FXRBB guidelines ﴾when relevant﴿.
• When relevant, define/review local stress tests assumptions and make recommendations to local ALCO (Assets & Liabilities Committee)
• Produce and analyze local liquidity stress tests for APAC entities.
• Compute and analyze Intraday needs buffer ﴾BAU & Stress﴿ for APAC entities
• Contribute to local and group liquidity regulatory reporting, mainly on the interpretation of norms/texts.
• Through the monitoring/reporting of various liquidity metrics, contribute to the development of operational efficiency.
• Organizational sensitivity
• Strong analytical and synthetic skills
• Collaborative and Inclusive Mindset
• Reactivity and Agility
• Minimum 3 years’ relevant experience
• Post Graduate Diploma (Finance, Risk Management, Economics)
• Fluent in English
• Advanced Level – EXCEL. PowerPoint, Word