JOB PURPOSE
The job holder responsible for :- Report directly to the Director of ALM on assigned tasks, including jobs related to data analysis, modeling and other jobs according to assigned tasks.
KEY ACCOUNTABILITIES
Key Accountabilities (1)
Assist the Director of ALM in the implementation and monitoring of the following areas of work:
Data analysis and forecasting
- Provide data analysis and data mining methods to identify effective customer segments.
- Using data models and systems to analyze the impact of macro factors on the Balance Sheet and profit targets.
- Using data models and systems to analyze and evaluate the impact of ALM and FTP policies on key indicators in balance sheet management (Liquidity index, profit index).
- Analyze the causes/effects of factors on fluctuations in key indicators in balance sheet management (Liquidity Index, Profit Index).
- Perform other analysis and forecasting as required by management.
FTP system
- Responsible for maintain FTP system, support in monthly adjust FTP/PnL to make sure system&039;s output showing exactly FTP decision each time duration
- In charge of building and running ALM, FTP reports on KRM system.
- Coordinate with other Business Finance in explaining variance of FTP for Business Units
- Carrying out research, development, building and automating reports to meet the maximum demand of Treasury.
- Coordinate with IT in develope new function to support in calculating Special FTP in system
Perform supporting role in the activities of the ALCO
- Administrative tasks to support ALCO such as arranging meeting schedules, compiling meeting documents, monitoring the implementation of decisions of ALCO.
- Provide ALCO reports on analysis of balance sheet structure, efficiency of asset allocation for ALCO; Coordinate with related units to ensure reports are completed and timely provide analysis, recommendations, and resource allocation to Business Units with the goal of effective balance sheet management.
Key Accountabilities (2)
Training and guidance for Data Analysts & Modelers.
In charge of other jobs related to data and model analysis at the request of the Director of Data Analysis & Modeling.
Participating in the development of processes and instructions on Data Analysis & Modeling operations.
Directly contribute ideas and actively participate in data analysis & models for the bank.
