Snr Irr Portfolio Analyst

2 weeks 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:

  • Prepare and analyze interest rate risk in the banking book (IRRBB) measurement for stress test/ICAAP, internal and external reporting
  • Establish and review risk limits
  • Review and monitor behavioral models to support IRRBB measurement
  • Analyze and provide qualitative commentaries of risk exposure and behavioral models output
  • Assessment of risk elements in new products
  • Provide support to manage and ensure successful implementation of ALM projects
  • Analyze and provide basic commentaries in meeting pack
  • Support GALCO, GCRC, IBRMC, BRC, BOD with respect to IRRBB and analysis for information and strategizing

Key Responsibilities:

Strategy and Planning

  • Provide support to Head, Group Interest Rate Risk Management & Reporting and Section Head, Group Interest Rate Risk Reporting to ensure timely completion and accuracy of ALM risk management reporting; and compliance of risk thresholds to ensure effective risk control
  • Maintain appropriate relationship with internal stakeholders to ensure ALM risk management is embedded in business strategy or business plan for a risk oriented practice or culture

Risk Reporting

  • Prepare and review ALM Policy/Guidelines/Operational Manuals/User Guides to reflect the risk management measurement, monitoring and control
  • Prepare / enhance / maintain IRRBB risk reporting including simulations of NII/EAR/EVE for internal, regulatory, ICAAP and stress testing for efficient and accurate risk quantification and monitoring purpose
  • Source historical data for analysis and benchmarking of setting risk limits for prudent risk management
  • Identify, measure, monitor, and control interest rate risk under normal market conditions, under stress scenario, projection; earningsatrisk and economic value of equity for effective risk management
  • Review Regional Branches/Subsidiaries reports to ensure accuracy and timeliness
  • Analyse and write summary of qualitative commentaries for IRRBB reports for Regional Branches/Subsidiaries and simulated positions
  • Follow up with Regional Branches/Subsidiaries on action plans of noncompliances to ensure breaches are regularized within timeframe
  • Ensure compliance and completion of identified internal/external audit findings
  • Maintain appropriate relationship with internal stakeholders to ensure balance sheet risk management is embedded in business strategy or business plan for a risk oriented practice or culture
  • Conduct review (including update of data/model's drivers) and monitor behavioural models in supporting IRRBB ICAAP and stress test, escalate to Risk Modelling if there is any significant deterioration that warrant model redevelopment
  • Backup Head in ensuring smooth running of the BAU and adhoc request in his or her absence

Product Assessment & ALM Projects Support

  • Assist to manage timeliness of system implementation for efficiency in reports production and output accuracy
  • Work with Group ALM Risk Governance/Method on the development / enhancement / maintenance of related risk models and parameters in KRM-ALM System to produce accurate risk reports


Any other duties that may be assigned by GCRO, Head of Group ALM, Head of Group Interest Rate Risk Management/Reporting & Product Assessment or Section Head, Group Interest Rate Risk Reporting from time to time.


  • Requirements

Requirements:

Diploma - risk management, banking & finance, economics, mathematics actuarial or similar related degree.

  • Chartered Banker, BRM, FRM, PRIMA added advantage
5 years of professional experience in Risk Management, Treasury, Asset Liability Management or Finance operations; preferably with strong interest rate risk/liquidity risk management

  • Strong understanding of Group ALM financial reports and ALM techniques
  • Strong communication, writing and influential skills to direct & influence other business lines
  • Strong analytical and relationship/team building skills
  • Acquire strong Microsoft office tools in excel, word and power point
  • Flexible & able to quickly adapt to different & difficult situations
  • Benefits
Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays
  • Friday
s, Casual Business Wear, Performance Based Rewards

  • Snr Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Jobs2Grab Full time

    _JOB SCOPE__ Role : Snr Analyst, Group Applications_At AIA weve started an exciting movement to create a healthier, more sustainable future for everyone.As pioneering innovators for over 100 years, were now transforming our organisation to be faster, simpler and more connected. Because we want to be even better equipped to develop digital solutions and...

  • Analyst, Portfolio Management

    4 days ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Gentari Full time

    Changing how we live today to help secure our future.Join us at Gentari to be part of this exciting, purposeful journey towards a cleaner energy future.Gentarians are passionate about sustainability - our purpose is to solve the world's most pressing sustainable energy needs. Here at Gentari, we move differently. Teams seek out opportunities to work with one...

  • Manager, Portfolio Analytics

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Affin Bank Full time

    Manager, Portfolio AnalyticsCreate 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 ObjectiveConduct complex and comprehensive thematic reviews of the Bank's...

  • Portfolio Management Actuarial Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Swiss Re Full time

    Portfolio Management Actuarial AnalystAbout the TeamThe Portfolio Management (PM) team forms part of L&H Portfolio Steering & Monitoring (PSM) within the Chief Underwriting Office (CUO). The PSM purpose is to generate insights and connect our business to proactively steer L&H in delivering sustainable profit. Portfolio Management APAC covers seven markets -...

  • Portfolio Analyst

    4 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Chubb Full time

    Job DescriptionThe position is responsible for creating and maintaining monitoring processes to track the portfolio performance in order to provide business recommendations for profitability and production enhancement; assisting Personal Lines Underwritting Management to produce pricing analysis for Personal Lines products.Major duties and...

  • Portfolio Analyst

    2 months ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Chubb Full time

    Job DescriptionThe position is responsible for creating and maintaining monitoring processes to track the portfolio performance in order to provide business recommendations for profitability and production enhancement; assisting Personal Lines Underwritting Management to produce pricing analysis for Personal Lines products.Major duties and...

  • Jr. Sports

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia KELAB RAINTREE KUALA LUMPUR Full time

    You are required to perform the following duties/job specification in line with your position held in the Club as follows:Job Description:To assist the Sr. Sport Executive in maintaining records of the individual Sports & Recreation portfolios and their Committees.To assist the Sports Snr Executive in co-ordination with any in-house/external S&R...

  • Portfolio Management Actuarial Analyst

    1 month ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Swiss Re Full time

    About the TeamThe Portfolio Management (PM) team forms part of L&H Portfolio Steering & Monitoring (PSM) within the Chief Underwriting Office (CUO). The PSM purpose is to generate insights and connect our business to proactively steer L&H in delivering sustainable profit. Portfolio Management APAC covers seven markets - Australia & New Zealand, China, Hong...

  • Portfolio Management Actuarial Analyst

    4 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Swiss Re Full time

    About the TeamThe Portfolio Management (PM) team forms part of L&H Portfolio Steering & Monitoring (PSM) within the Chief Underwriting Office (CUO). The PSM purpose is to generate insights and connect our business to proactively steer L&H in delivering sustainable profit. Portfolio Management APAC covers seven markets - Australia & New Zealand, China, Hong...

  • Time & Attendance Support Analyst (Kronos)

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia CBRE Full time

    Time & Attendance Support Analyst (Kronos)Job ID Posted 21May2024Role type FulltimeAreas of InterestAdministrative, People/Human ResourcesLocation(s)Kuala Lumpur - Wilayah Persekutuan Kuala Lumpur - Malaysia We are looking for a Time & Attendance Support Analyst / Snr Analyst to join our team, responsible for the support of the United time tracking and...

  • Snr Analyst

    2 weeks ago

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

    Working Hour Regular Hours Monday Friday Business Area Finance Location Malaysia Kuala Lumpur DescriptionPrimary Objective: Provide continuous supports and enhancements to Customer Profitability related systems Articulate and connect business requirements to system overall objectives and design, with the intention to improve overall user experience and...

  • Gold Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia MADRAS JEWELLER SDN. BHD. Full time

    LEAD AND GUIDE A GROUP OF GOLD ANALYST  GOLD STOCK ANALYST IS THAT MAKE IT SIMPLE FOR INVESTORS TO OWN A PORTFOLIO OF THE BEST GOLD STOCKS  SEARCHING FOR THE TOP 10 STOCKS.. THOSE THAT ARE UNDERVALUED AND HAVE THE POTENTIAL TO DOUBLE IN THE NEXT 18 TO 24 MONTHS, ASSUMING NO CHANGE IN GOLD'S PRICE.  SEEK UNDERVALUED STOCKS THAT CAN DOUBLE AT THE...

  • Vice President, Business Treasury Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Citi Full time

    Whether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure...

  • Alm Risk Analyst

    2 weeks 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...

  • Snr Biz Analyst

    2 weeks ago

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

    Working Hour Regular Hours Monday Friday Business Area Strategy & Analytics Location Malaysia Kuala Lumpur DescriptionPrimary Objective: Develop detailed product features and user stories as business requirements for RHB's business ventures Bridge the gap between business and technical teams to ensure that business requirements are clearly identified,...

  • Portfolio Management Office, Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia AIA Full time

    At AIA we've started an exciting movement to create a healthier, more sustainable future for everyone. It's about finding new ways to not only better people's lives, but to better the communities and environments we live in. Encompassing our ambition of helping a billion people live Healthier, Longer, Better Lives by 2030._ And to get there, we need...

  • Business Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Verinon Full time

    5 years or more experience working as a Business Analyst in large, worldwide organizations Working experience with creating different types of business analysis and project documentation for variety of stakeholders (senior management, operation departments, vendors, end users) Delivering projects in alignment with internal policies, standards and frameworks...

  • Snr Credit Risk Analyst

    2 weeks 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 Credit risk control at customer level; and Devise emerging risk control at customer level through i) Risk Acceptance Criteria (RAC) and ii) Early Warning Surveillance (EWS) Risk Acceptance Criteria (RAC) Develop, review and implement RAC...

  • Crypto Quantitative Analyst

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Token Metrics Full time

    Crypto Quantitative Analyst (Kuala Lumpur Remote)Token Metrics provides AI-based cryptocurrency ratings and price predictions. Our customers leverage our professional analysts, analytics, and artificial intelligence to make profitable crypto investments.Token Metrics is seeking a quantitative analyst to assist our team in designing crypto quantitative...

  • 3D Visualiser

    2 weeks ago

    Kuala Lumpur, Kuala Lumpur, Malaysia Spaces Reimagined by Khor Design Full time

    Job Title: Interior Design Manager/ & Snr 3D Visualiser/Junior Interior Designer/Drafter/ 3D VisualiserCompany : SPACES REIMGINAGED by Khor DesignSalary Range: MYR2,800 - MYR7,500Location: Remote, (Option to work physically in Johor Bahru or Singapore)Reports To: Senior Interior DesignerRoles Available:x1 Interior Design Managerx1 Snr 3D Visualiserx3 Junior...