Assistant Manager, Asset & Liability Management

Assistant Manager, Asset & Liability Management page is loaded Assistant Manager, Asset & Liability Management Apply locations Menara Affin, TRX time type Full time posted on Posted 4 Days Ago job requisition id JR100394 Create your future with Affin! You too can make a difference. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don't just stay at the forefront of the industry – you can make a difference too.
Position Objective To identify, measure, manage and report IRRBB and liquidity risk of the balance sheet (e.g. deposits segmentation and concentration).
Highlight to Group Assets and Liabilities Committee (GALCO) and Group Board Risk Management Committee (GBRMC) the areas of risk and weaknesses.
Key Responsibilities To assist Head, ALM and Liquidity Risk Analytics to perform the following:
To develop, review and refine risk policies. Risk policies include but not limited to: a) Liquidity Risk Management Framework and Policy b) IRRBB Framework and Policy.
To review and update LCR, NSFR and IRRBB Technical Documents
To compute LCR, NSFR and IRRBB for internal risk management and regulatory reporting.
To review and update operational procedures/manuals.
To prepare regular ALM and liquidity risk reports to GALCO, GBRMC and Boards.
Act as a source of independent technical knowledge for the Group on matters pertaining to ALM and liquidity risk analytics.
Provide relevant and timely information to facilitate audit exercise/investigations conducted by Group Internal Audit, external audit, Group Compliance and BNM.
Skills/Knowledge Possess a degree in Finance, Economics, Mathematics, Actuarial Science or other relevant fields.
Minimum 2 years working experience in ALM and liquidity risk management with good experience in risk analytics.
Possess report automation skill using Microsoft Excel/Access VBA or SAS EG.
Excellent oral and written communication skills in English with strong presentation skills.
Independent, self-motivated, resourceful and excellent interpersonal skills.
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