Vice President, ALM and Risk Analytics

1 week ago

Menara Affin TRX, Malaysia AFFIN BANK Full time
Create 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.

Job Purposes

  • To develop behavioral models for IRRBB for Affin Bank Group (ABG).
  • To measure, manage and report the IRRBB of banking entities of ABG.
  • To implement and review Contingency Funding Plan for liquidity risk management and Recovery Planning.

Job Responsibilities

  • To develop, review and refine market risk policies for Banking Book and liquidity risk management.
  • To identify, measure and manage IRRBB and liquidity risk of the balance sheet (e.g. deposits segmentation and concentration). Highlight to management the areas of risk and weaknesses.  
  • To research, develop, review and refine behavioural models and assumptions for LCR, NSFR, IRRBB, Stress Test and ICAAP.
  • Review and update market risk policies and procedures manuals.
  • Act as a source of independent technical knowledge for the Group on matters pertaining to market risk policies and market risk analytics.
  • Provide relevant and timely information to facilitate audit exercise/investigations conducted by Group Internal Audit, external audit, Group Compliance and BNM.

Job Requirements

  • Possess a degree in Finance, Economics, Mathematics, Actuarial Science or other relevant fields.
  • Minimum 5 years working experience in ALM and liquidity risk management with good experience in risk analytics.
  • Excellent oral and written communication skills in English with strong presentation skills.
  • Independent, self-motivated, resourceful and excellent interpersonal skills.
  • Strong team leadership, managerial and facilitation skills.

  • Manager, Market Risk Management

    4 days ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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.Job PurposeResponsible for the lead and manage the bank's market risk policy and practices development,...

  • Head, Business Risk

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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.Job PurposeTo lead Business Risk and Compliance Management (BRCM) for Group Operations & Technology...

  • Assistant Vice President, Equity Derivatives

    2 weeks ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time 200,000 - 250,000 per year

    Create 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.Job Summary:To perform the business development role for SBL & Equity Derivatives.Job Responsibilities:...

  • Senior Assistant Vice President, Debt Markets

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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.Job Responsibilities: Growth in Income of the DepartmentActively assist in the marketing for potential...

  • Assistant Manager, Credit Policy

    19 hours ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create the future with Affin ​​You too can make a difference.We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.Job Responsibilities:Support the development and review of...

  • Manager, Business Finance

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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. Job Purpose: The role is responsible to manage and oversee financial management within the Group...

  • Wealth Credit Initition

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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.JOB PURPOSETo analyze investments and borrowers' creditworthiness to determine their potential risk for...

  • Senior Manager, Independent Model Validation

    2 weeks ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time 120,000 - 240,000 per year

    Create the future with Affin ​​You too can make a difference.We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.Job Purpose: This role supports the Head of Model Validation...

  • Structurer

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create the future with Affin ​​You too can make a difference.We continuously innovate to transform our financial services landscape - making banking better and easier. Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. You too can make a difference.JOB PURPOSE:The primary responsibility of this role is to...

  • Section Head, Deposit Business

    1 week ago

    Menara Affin, TRX, Malaysia AFFIN BANK Full time

    Create 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.Job Summary:The Section Head, Product Development is responsible for driving the overall strategy,...