Manager, Asset Liability Management
Location:
Kuala Lumpur, MY, 50100
Category:
Permanent
Facility:
1760
Asset Liability Management (ALM)
- Provide monthly and ad-hoc analysis on the key drivers of liquidity management of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
- Provide monthly and ad-hoc analysis on the key drivers of liquidity management of Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR).
- Perform behavioral modeling for customer deposit and loan by type of product and customer segment for Interest rate risk for banking book (IRRBB)
- Provide monthly and ad-hoc analysis on the key drivers of IRRBB for GALCO and management reporting.
- Monthly update on Treasury’s bond portfolio report to management and Board
Funds Transfer Pricing (FTP)
- Annual review of FTP framework to determine behavioral maturity of non-maturity loan and deposit & term deposits.
- Provide monthly return attribution analysis of Fund Transfer Pricing (FTP) based on volume rate analysis.
- Validate the budgeted FTP assumptions used by Line of Business (LOBs) based on historical data.
Others
- Periodic review of data quality in Murex is consistent with Host system. This is to ensure accurate management and regulatory reporting.