Asset Liability Management Specialist

6 days ago


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

Key Responsibilities:

  • Balancing Financial Risks: Perform balance sheet analysis to manage interest rate and liquidity risks.
  • Review Modeling Assumptions for interest rate and liquidity risks to ensure accuracy.
  • Maintain key risk thresholds for interest rate and liquidity risks.
  • Develop and review Balance Sheet Hedging Strategies to mitigate interest rate risk.
  • Analyze industry benchmarks on profitability.
  • Examine the impact of Fund Transfer Pricing (FTP) mechanism, framework, and parameters on loan and deposit pricing and profitability.
  • Prepare comprehensive reports and presentations for Group ALCO & Board.
  • Collaborate with line of business and internal stakeholders on ALM-related matters.

Our Requirements:

  • Bachelor's degree in finance, commerce, or a related field.
  • 3-5 years of relevant experience in the financial industry, focusing on investment and risk management.
  • Strong analytical, modeling, and problem-solving skills.
  • Proficiency in complex products on the balance sheet.
  • Excellent interpersonal skills for interacting across the firm with multiple lines of business.
  • Dedication to accuracy and attention to detail.

Job Function: Other and Sales

Industry: Banking



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