Senior Officer, Asset and Liability Management

Job Purpose The job holder responsible for :
Report directly to the Director on assigned tasks, including tasks related to asset management, assets and liabilities, balance sheet analysis, support to ALCO, and other tasks according to assignment.
Key Accountabilities
Assist the Director of Asset and Liability Management in the implementation and monitoring of the following areas of work:
Balance sheet analysis
Analyze and forecast liquidity ratios and interest rate risks on banking book and make recommendations to ensure compliance with limits.
Provide scenarios and propose targeted balance sheet, surplus fund
Implement forecasting and analysis of balance sheet scenarios and assessment of IRRBB, thereby making recommendations on asset allocation by customer group, product group, and mobilization allocation by group customer, term, in order to achieve targeted balance sheet and NII optimization
Management of interest rate gap of the banking book: coordinate with Funding and Liquidity Management and the Market Risk unit, the interest rate risk on the bank book (IRBB) and Liquidity risk to evaluate the effect of interest rate gap on NII, propose to adjust the interest rate gap accordingly.
Coordinate with Funding and Liquidity Management to propose internal limits and liquidity risk and interest rate risk on banking book.
Coordinate with Market Risk Management Unit, Interest rate risk on banking book and Liquidity risk, Risk Management Division to come up with stressful scenarios on liquidity and interest rate risk on banking books.
Develop policies on asset and liabilities management
Propose medium and long-term capital issuance/mobilization plans.
Policy management và internal transfer rate mechanism (FTP)
Develop and implement the internal capital transfer pricing (FTP) policy of the bank. Use FTP tools to manage portfolio composition and complete liquidity structure.
Propose capital transfer interest rates for new products, adjust capital transfer rates in line with the bank's strategy.
Capital Mangement
Responsible for capital planning and capital management including calculating capital supply and demand, monitor capital adequacy ratio and report capital in accordance with legal regulations.
Prepare capital contingency plan.
Develop capital investment policy to optimize NII in terms of liquidity risk and interest rate risk on banking book.
Manage customer pricing framework
Develop a policy framework
Review and amend the price policy framework
Monitor the implementation of the pricing mechanism
Propose to change the pricing mechanism
Perform supporting role in the activities of the ALCO
Provide ALCO reports on analysis of balance sheet structure, efficiency of asset allocation for ALCO; Coordinate with related units to ensure reports are completed and timely provide analysis, recommendations, and resource allocation to Business Units with the goal of effective balance sheet management.
Administrative tasks to support ALCO such as arranging meeting schedules, compiling meeting documents, monitoring the implementation of decisions of ALCO.
Directly contribute ideas and actively participate in ALM và ALCO support for the bank.
Guidance and training for Officer of ALM và ALCO support
Participate in the development of procedures, instructions on the operations of ALM và ALCO Support.
In charge of other tasks related to the analysis of Techcombank's assets and liabilities and support ALCO at the request of the Director of ALM và ALCO support.
Key Relationships - Direct Manager
Director
Key Relationships - Internal Stakeholders
Finance Division, Directors of Business Division, GTS Division, Risk Management Division and other relevant departments.
Success Profile - Qualification and Experiences
Educations: University or higher; trained in Finance, economics or accounting. Preference will be given to those with a postgraduate degree in finance or an MBA. - Level 3
Experience: at least 5 years of experience in the field of Banking; have at least 2 years of intensive experience in the field of capital transfer or management of liquidity risk, interest rate risk. Capable of identifying and communicating complex risks associated with Benefits và costs and balance sheets. Experience in human resource management. - Level 2
English: TOEIC minimum 550 or equivalent