Primarily focus on management of Interest Rate Risk in the Banking Book (IRRBB) for HSBC Singapore.
Engage and liaise with Finance Operations to deliver accurate and timely IRRBB regulatory reports.
Maintain oversight of the interest rate risk (IRR) buy-in process, working closely with Global Businesses, Markets Treasury, Middle Markets and Product Control to ensure completeness of IRR buy-in.
Monitor performance of behaviouralisation assumptions used in the IRR buy-in and hedging framework.
Support the Head of ALCM on Asset & Liability Committee (ALCO) papers; ensure controls around data are robust and evolve.
Proactively identify any IRRBB issues and propose remediation plans where possible.
Perform ad hoc analysis to effectively manage interest rate risk for HSBC Singapore.
Provide subject matter expert input into IRRBB reporting; define and document local procedures and guidance for IRRBB...