Kerja Sepenuh Masa, Assistant Vice President, Corporate Treasury - FTP Trading - Hedging di CIMB Federal Territory - Maukerja

NII, NIM and Balance Sheet Analytics

• Analyse actual NII and NIM performance against budget, forecasts and prior periods
• Identify key drivers of movements in asset yields, funding costs, business volumes, product mix and repricing effects
• Translate analytical findings into actionable recommendations for strategic business initiatives and management decision-making

FTP Governance and Implementation

• Oversee the monthly booking and reconciliation of FTP-related balance sheet positions and P&L to promote accurate performance measurement and consistent application across business units
• Ensure consistent application of the ongoing implementation and enhancement of FTP framework and methodology

Asset-Liability Management (ALM) Strategy and Optimisation

• Maintain appropriate balance between profitability, liquidity and risk
• Improve balance sheet efficiency within the Bank’s approved risk appetite
• Recommend and implement appropriate hedging and repositioning strategies to manage structural exposures

Structural Funding and Liquidity Management

• Analyse and monitor structural funding and liquidity position
• Execute balance sheet gapping strategies to support the Bank’s strategic earnings and funding objectives
• Key metrics include Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)

Interest Rate Risk Management

• Manage Interest Rate Risk in the Banking Book (IRRBB)
• Conduct sensitivity analysis and scenario assessments to identify potential risks
• Recommend appropriate mitigation strategies to ensure exposures remain within Bank’s internal risk appetite and comply with applicable regulatory requirements
• Key metrics include Earnings-at-Risk (EaR) and Economic Value of Equity (EVE)

Note: Only shortlisted candidates will be notified.