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Manager, Balance Sheet Risk

Location: 

Kuala Lumpur, MY, 50450

Category:  Permanent
Facility:  2683
  1. Assist in formulating / developing appropriate ALM Frameworks for the Group in managing ALM Risk in order to ensure comprehensive and compliant risk governance across the Group, which includes but not limited to the following:
    • Interest Rate Risk Management Policy
    • Liquidity Risk Management Policy & Contingency Funding Plans and Basel III (LCR and NSFR)

 

  1. Implementation of ALM tools and management information to support effective monitoring and decision-making on balance sheet risks, including but not limited to:
    • ALM Dashboards
    • Maturity / Liquidity Gap Reports
    • ALM Market Risk Limit Ratios / Triggers
    • Earnings-at-Risk / Economic Value of Equity

 

  1. Assist in providing input and recommendation on ALM matters to the following committees and working groups to influence strategic risk decisions and ensure alignment with Group objectives:
    • Group Risk Management Committee (GRMC)
    • Executive Risk Management Committee (ERMC)
    • Group Asset & Liability Committee (GALCO)
    • Asset & Liability Management Taskforce (ALMT)

 

  1. Preparation of the GALCO pack for the monthly submission to facilitate informed decision-making and ensure timely reporting to senior management.
  2. Assist in providing advice to the Group Finance, Financial Markets, and other business units on Non-Traded/ALM and treasury risk-related matters to ensure consistent risk understanding and application across the Group e.g. Bank Negara treatment on LCR, NSFR and IRRBB.
  3. Assist in the implementation of various risk management initiatives / projects to strengthen the Group’s risk management capabilities including ALM systems tools such as KRM, IRRBB and Liquidity risk metrics forecast etc.
  4. Presenting the forecasted Liquidity Coverage Ratio (LCR) & Net Stable Funding Ratio (NSFR) in the Asset & Liability Management Taskforce (ALMT) forum & flagging potential issues arising from the Liquidity, top counterparties concentration & Balance Sheet Management perspective – which also includes the preparation of the forecast working template in order to proactively manage emerging risks and support contingency planning.
  5. Assist in preparing balance sheet risk monitoring reports such as OPR deck, Contingency Funding Plan Triggers and Liquidity Risk Monitoring etc.
 

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