Identify impact of laws and regulations governing financial market activities

Implement risk measurement, valuation and behavioural models

Support and facilitate balance sheet, capital, liquidity, foreign exchange and interest rate management

Analyse macroeconomic concepts with relation to ALM

Perform data management and maintenance required to support the ALM framework and methodologies

Analyse corporate balance sheets and cash flow profiles

Implement basic stress testing processes and analytics to enhance risk discovery mitigations

Manage implementation of risk measurement, valuation and behavioural models

Calculate capital reserves required against financial market product portfolios held by the banks or financial institutions

Perform Risk Weighted Assets (RWA) calculations for credit risks, market risks and

operational risks to determine capital adequacy ratios to size capital buffers

Calculate liquidity coverage ratios and net stable funding ratios to recommend changes to product portfolios of financial market products and concentrations of assets and liabilities

Calculate foreign exchange risk exposure based on structural foreign exchange exposures on the balance sheets

Calculate exposure of the banks or financial institutions due to changes in income sensitivity measurements

Oversee overall balance sheet management

Establish capital allocation strategies and oversee capital management

Oversee liquidity management and develop contingency funding plans for cash flow gaps identified in the event of market stress conditions

Identify gaps in assets and liabilities in individual currencies and oversee calculation and management of foreign exchange risks

Propose recommendations on changes required to financial market product portfolios and oversee interest rate management