Alm Risk Analyst

1 week ago


Kuala Lumpur, Kuala Lumpur, Malaysia RHB Banking Group Full time
Working Hour

  • Regular Hours


Monday
  • Friday
  • Business Area
  • Risk & Credit Management
  • Location


Malaysia
  • Kuala Lumpur
  • Description

Primary Objective :

  • Develop/review/maintain ALM risk management related framework/policy/methodologies/guidelines documents and operational manuals/user guides for good risk governance and effective control
  • Assist to develop and maintain product behavioral characters for risk measurement and management
  • Work with Overseas Branches/Subsidiaries personnel on guidelines interpretation & ensure alignment of models/methodologies with HQ to ensure consistency in risk measurement and management
  • Assist in GALCO Secretariat functions

Key Responsibilities :
  • Conduct research and establish best practices of ALM risk measurement methodologies including product behavior for effective risk management
  • Prepare and update policy documents, operational manuals to ensure completeness of operational process and compliance to audit findings and latest regulatory policy requirements
  • Obtain required market and historical data for simulation of Basel III-LCR, NSFR and liquidity metric ratios for appropriate risk appetite setting
  • Produce simulations on Basel III-LCR, NSFR and liquidity metrics ratios and stress testing for reporting and ICAAP purpose
  • Conduct contingency funding plan's call tree every two years to ensure its effectiveness and efficiency
  • Write operational manual documents relating to risk governance and method
  • Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements
  • Assist to review and assign/confirm KRM System product id, parameter set up etc. for existing and/or new products
  • Assist in providing guidance/advice to Regional or Overseas Branches/Subsidiaries on best practices to ensure adoption/implementation of prudent ALM risk measurement methodologies practices in line with internal and external regulatory requirements of Head Office and respective jurisdiction
  • Assist to guide Regional Branches/Subsidiaries on the implementation of Group ALM framework/Policies/Guidelines/Methodologies to ensure compliance and effective risk management
  • Assist in providing feedback/comments on Pillar 3 and/or writeup and disclosure in annual reports
  • Coordinate with IRR and LRR teams for responses to regulators' findings, queries, policies/guidelines/exposure drafts, auditors' findings and queries; rating agencies' requests for completeness of reply
  • Coordinate with IRR and LRR on queries and clarification and liaise with regulators for completeness of reply
  • Backup colleague in ensuring smooth running of the BAU and adhoc request in his or her absence to ensure business continuity


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