Treasury & Chief Investment Office - Vice President

Treasury and Chief Investment Office is responsible for delivering the firm’s strategic priorities across liquidity management, as well as management of structural interest rate and foreign exchange risks. In addition, it manages the wholesale funding and capital raising activities for the firm, as well as the daily cash position. The group oversees the funds transfer pricing policies and works closely with the various lines of business in establishing the principles of how funds are valued across the firm.

As a Vice President in the Treasury & Chief Investment Office team reporting to the Malaysia Treasurer, you will be based in Kuala Lumpur and primarily responsible for execution of liquidity funding trades as part of liquidity risk management activities, assisting in management of securities for regulatory and investment books and performing / reviewing Balance Sheet analytics. This includes booking of trades necessary, production of various reporting, liaising with back and middle office teams regarding the cash position and assisting in other operational issues. You will also assist in providing periodical market update and ad hoc reports as necessary to participate and support senior managers’ decision making in portfolio management.

Job responsibilities

• Manage daily funding and liquidity risk for the Malaysia subsidiary and related entities, including local currency, USD, and other active currency nostros within assigned limits
• Assist in managing the securities portfolio for liquidity, regulatory, and structural interest rate risk management
• Execute funding trades such as money market, repo / reverse repo, and FX with both internal and external counterparties
• Price and publish Funds Transfer Pricing for loans and deposits daily
• Prepare and / or review liquidity-related reports, including liquidity coverage ratio, net stable funding ratio, liquidity limits and indicators, stress tests, daily market commentary, and Risk & Asset and Liability Committee (RALCO) materials
• Assist the Treasurer in coordinating front-office projects such as balance sheet analysis and ad hoc queries as necessary
• Estimate and report daily Profit & Loss
• Collaborate with internal Treasury & Chief Investment Office functions and other firmwide teams, including Line of Business Partners, Funds Transfer Pricing team, Liquidity Management Team, Liquidity Risk Management, Middle Office, Finance, and Business Management teams

Required qualifications, capabilities and skills

Preferred qualifications, capabilities and skills