Primary Objective: • Develop and drive adoption of RAROC methodology across the Group for SBG / product / segment / customer profitability improvement.
• Continuous process improvements in matters related to FX & Liquidity Management
Key Responsibilities: • Prepare monthly/quarterly report for GCRC/BRC/FIT22/GALCO submission
• To maintain a close relationship with Group Risk, Group Treasury & Global Markets and Group Finance for matters related to foreign exchange position management as well as liquidity management
• Analyse bank’s liquidity position (eg: LCR, NSFR) and participate in liquidity projection
• Assess and provide insights/inputs in relation to optimisation on bank’s liquidity position
• Participate in automation of reports, including but not limited to, RAROC and NSFR automation
• Organise Business RAROC review session with GMD / GCFO / GMC members for all businesses
• Support and track business portfolio improvement initiatives
• Perform Group / SBG / product / segment / customer RAROC analysis to support risk based pricing for products / customer and total relationship, CPA or other initiatives to improve RAROC performance or capabilities across the Group
• Continuous process improvements
• Undertake any projects or tasks assigned from time to time