AVP, Asset, Liability, Management

3 days ago


Kuala Lumpur, Kuala Lumpur, Malaysia Alliance Bank Malaysia Berhad Full time
AVP, Asset, Liability, Management & Treasury Risk

Key Responsibilities:

  • Perform balance sheet analysis on interest rate and liquidity risks.
  • Review modeling assumptions for interest rate and liquidity risks.
  • Monitor key risk thresholds for interest rate and liquidity risks.
  • Review balance sheet hedging strategies for interest rate risk management.
  • Industry benchmarking on profitability analysis.
  • Analyze and review Fund Transfer Pricing (FTP) mechanism, framework and key parameters; and its impact on loan and deposit pricing and profitability.
  • Prepare reporting and presentation to Group ALCO & Board.
  • Engage with line of business and internal stakeholders on ALM related matters.

Our Requirements:

  • Bachelor in finance, commerce or related field.
  • 3-5 years relevant experience in financial industry with an emphasis on investment and risk management.
  • Strong analytical, modeling and problem-solving skills.
  • Good understanding of complex products in the balance sheet.
  • Possess strong interpersonal skills as he/she will interact across the firm with multiple lines of business.
  • Commitment to accuracy and detail oriented.
Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Other and Sales

Industries

Banking

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