**Risk Analyst, Assets & Liabilities Management** **-** **(**2400006F**)**- Collating and preparing regular structural balance sheet or Liquidity risk reports and ad-hoc reports for internal stakeholders (including Global Market, Corporate Treasury, Business Units and/or Group Audit), risk committees and regulatory submissions.- Liaise with key internal and external stakeholders including the regulators and relevant departments (including Global Market, Finance, Business Units and Audit) on structural balance sheet risk, liquidity risks or market risk.- Responsible for limits monitoring, investigation and escalation of breaches on timely basis.- Streamline and implement key risk measurements and assumptions to be in line with Group practices.- Implement stress testing requirements, identify and initiate improvement of key risk measurements and assumptions.- Participate in ALM system implementation project and department initiatives including user testing and/or implementation of new reporting or enhancement of processes of risk or regulatory reporting.- Participate in market risk related matters or issues on risk measurement from internal & external that may arise from time to time.- Identify gaps/weaknesses in risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.- Identify & initiate development/refinement of risk information, data mining tools & risk analysis for assessment at granular levels.**Qualifications**- Degree in Finance, Mathematics, Banking, Economics or related fields.- Additional professional qualifications such as BRM or FRM will be advantage.- Sound knowledge in ALM, balance sheet management functions, Basel III and Bank Negara Malaysia (BNM) interest rate or liquidity risk in a bank or in a consulting firm focusing on related areas will be a strong advantage.- Knowledge on Treasury products will be added advantage.- Strong numerical analysis techniques for pricing & risk measurements.- Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.- Proficiency in MS Excel, MS Access, MS PowerPoint.- Good time management, right attitude, attention to detail, independent, fast learner and performance driven.- Good communication skills and policy/report writing skills.**Primary Location**: Malaysia**Job**: Risk Management**Organization**: MALi RiskMgt - Credit Risk Division (DH)**Schedule**: Permanent**Job Posting**: 06-Feb-2024, 1:24:35 AM
