Alm Risk Analyst

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 behavioural 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

**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 behavioural 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 products behaviour 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 write-up 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
- Back-up colleague in ensuring smooth running of the BAU and ad-hoc request in his or her absence to ensure business continuity

**Key Responsibilities**:

- Conduct research and establish best practices of ALM risk measurement methodologies including products behaviour 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 write-up and disclosure in annual reports
- Coordinate with IRR and LRR teams for responses to regul