Liquidity Risk_CBS

As an individual responsible for the Implementation of the Interest Rate Risk in the Banking Book (IRRBB) according to the regulations set by the Monetary Authority of Singapore (MAS) and the Hong Kong Monetary Authority (HKMA), your primary duties will include implementing MAS Market Risk Returns and internal interest rate risk metrics such as interest rate gap PV01 and non-regulatory Net Interest Income (NII) scenarios. Additionally, you will be tasked with the implementation of Fund Transfer Pricing (FTP) and reports adjustments, along with overseeing the approval workflow. Furthermore, your role will involve the implementation of General Ledger pre-reconciliation and post-reconciliation processes, requiring you to showcase expertise in Moodys implementation for the RCO software. Your hands-on experience in this area will be essential for the configuration and upgrade of liquidity software solutions. In addition to the above responsibilities, you will also be expected to assist clients in various stages of RCO product implementation for the ALM FTP module. This includes conducting gap analysis and data mapping, gathering and confirming business requirements, documenting specifications, and walking clients through the process. Subsequently, you will be involved in product configuration, defining functional specifications for custom functionalities, and conducting testing, including User Acceptance Testing (UAT) variance analysis and investigations. Moreover, you will play a crucial role in providing functional training to stakeholders. The ideal candidate for this role should possess a strong skill set that includes expertise in implementation configuration, post-reconciliation, gap analysis, testing, reports adjustments, ALM FTP module, upgrade of liquidity software solutions, Moodys implementation, and various regulatory requirements related to interest rate risk management and fund transfer pricing. Experience with data mapping, business requirement gathering, specification documentation, approval workflows, and functional training will be highly advantageous in fulfilling the responsibilities of this position.,