AVP Asset and Liability Management Expert

6 days ago


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

About the Role:

  • This is a unique opportunity to join our team as an AVP, Asset, Liability, Management & Treasury Risk Management, where you will play a critical role in managing interest rate and liquidity risks.
  • You will conduct thorough balance sheet analysis to identify and mitigate potential risks, ensuring that our organization remains resilient in the face of market volatility.
  • As part of our team, you will also develop and refine modeling assumptions for interest rate and liquidity risks to ensure alignment with business objectives.
  • In addition, you will continuously monitor key risk thresholds and provide regular updates to senior management.
  • We are looking for a seasoned professional with 3-5 years of relevant experience in the financial industry, focusing on investment and risk management.
  • The ideal candidate will possess strong analytical, modeling, and problem-solving skills, as well as proficiency in complex products on the balance sheet.
  • If you are a results-driven individual who thrives in a fast-paced environment, we encourage you to apply for this exciting opportunity.

Key Responsibilities:

  • Risk Analysis and Mitigation: Conduct thorough balance sheet analysis to identify and mitigate interest rate and liquidity risks.
  • Strategic Modeling: Develop and refine modeling assumptions for interest rate and liquidity risks to ensure alignment with business objectives.
  • Monitoring and Reporting: Continuously monitor key risk thresholds and provide regular updates to senior management.
  • Hedging and Optimization: Review and optimize balance sheet hedging strategies to maximize returns while minimizing risk exposure.
  • Profitability Analysis: Analyze industry benchmarks to identify opportunities for growth and improvement.
  • FTP Impact Assessment: Evaluate the impact of Fund Transfer Pricing (FTP) mechanism, framework, and parameters on loan and deposit pricing and profitability.
  • Reporting and Presentations: Prepare comprehensive reports and presentations for Group ALCO & Board.
  • Stakeholder Engagement: Collaborate with line of business and internal stakeholders on ALM-related matters.

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.


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