Head of Asset and Liabilities Management

Head of Asset and Liabilities Management

Main Responsibilities: Manage the Bank’s investment portfolios effectively in terms of risk and return. Manage the interest rate mismatch risk arises from mismatches between the repricing terms of the Banks assets and liabilities. Detail of that risk is collected through the transfer pricing system. The risk is managed by ALM within approved limits with excess risk cleared to the market through derivative transactions. Manage Funds Transfer Pricing which centralize interest rate risk in Treasury and remove from Business Unit (which can “lock in” a margin). Manage Economic Capital framework to ensure business activities can be measured. Promote the usage of risk-adjusted capital measures into the Bank’s business units. Required Qualifications and Skills: Minimum Bachelor Degree in any discipline, major in Banking/ Finance/ Economics is preferred Having minimum 5 years experience in Indonesian financial markets Strong knowledge of Asset and Liabilities Management Able to develop requirements, implementation and management of Funds Transfer Pricing Able to develop, maintain and promote usage of Economic Capital models Having good leadership skill and having experience in managing team Able to work well under tight deadline Excellent communication and interpersonal skill PC literate, high integrity, risk focus and attention to detail Proficient in written and spoken English treasury.recruitment@commbank.co.id Please send comprehensive resume along with contact telephone number and recent photograph to: Please put Code: HALM on your subject email Closing date for applications: 20 August 2011 All applicants will be treated in strict confidence. Only short-listed candidates will be notified.