Manager, Balance Sheet Risk

About Alliance Bank Malaysia Berhad

Alliance Bank Malaysia Berhad and its subsidiaries, Alliance Direct Marketing and Alliance Islamic Bank Berhad, offers banking and financial solutions through its Consumer, SME, Commercial, Corporate and Islamic banking. The Bank provides easy access to its broad base of customers throughout the country via multi-pronged delivery channels that include retail branches, Privilege Banking Centres, Business Centres, and Digital banking services.

We are currently seeking a high caliber professional to join our Group Market Risk department under Group Risk Management division as a Manager, Balance Sheet Risk.

The Role

A successful candidate in this position will be accountable for the following:

• To develop, implement and continuously enhance the Group's Asset & Liability Management framework, policies, analytics and reporting capabilities in order to ensure effective management of liquidity and interest rate risks, alignment with regulatory requirements and industry best practices, and informed balance sheet decision-making that supports the Group's strategic objectives.

Job Description

ALM Framework & Policy Development

• Develop, review and enhance Asset & Liability Management (ALM) frameworks, policies and methodologies to ensure effective management of liquidity, interest rate and balance sheet risks across the Group.

Risk Measurement & Analytics

• Develop and maintain ALM risk measurement tools, dashboards and management information systems to facilitate timely monitoring, analysis and reporting of balance sheet risks. Example, ALM Dashboard, liquidity gap reports, EVE, EaR and Risk limit monitoring

Committee Support & Governance

• Provide analysis, recommendations and risk assessments to ALMT, GALCO, ERMC and GRMC to support informed decision-making and effective risk governance.

GALCO Reporting

• Prepare and coordinate monthly GALCO reporting packs to facilitate timely reporting and discussion of balance sheet risk matters among senior management and committees.

Advisory & Stakeholder Management

• Advise and collaborate with Group Finance, Financial Markets and business units on ALM-related matters to promote consistent understanding and application of regulatory requirements and risk management practices.

Risk Management Projects

• Support the implementation and enhancement of ALM systems, risk models and strategic risk management initiatives, including the integration of AI-driven capabilities, to strengthen the Group's risk management capabilities and operational efficiency.

Liquidity Forecasting & Early Warning Monitoring

• Perform liquidity risk forecasting and analysis including LCR, NSFR and funding concentration assessments to identify emerging risks, support planning under contingency and recovery frameworks and facilitate proactive balance sheet management.

Regulatory & Management Reporting

• Prepare, analyse and report balance sheet risk indicators, including OPR Decks, Contingency Funding Plan triggers / Recovery Indicators and liquidity monitoring reports in order to support regulatory compliance, risk oversight and timely management action.

Job Requirements

Skills

• Strong analytical and problem-solving skills with aptitude for logic.
• Effective communication skills, both written and oral.
• Good interpersonal skills.
• Resourceful and adaptable in a changing environment.
• Good planning and organization skills to meet objectives with stipulated deadlines.

Knowledge

• Knowledge of ALM and liquidity principles / techniques.
• Knowledge of banking products / operations.
• Knowledge of relevant regulations governing treasury operations and risk management.
• Awareness of best practices.
• Awareness of market trends.
• Knowledge of ALM tools
• Knowledge of SQL, Python and VBA language will be an added advantage, particularly for tasks involving risk analytics, reporting automation, and system enhancements.

Experience

University Graduate or Qualified Professional with experience in banking and financial industry, with exposure to risk management / internal audit / treasury dealing and operations / accounting based on the number of years’ experience as below:

• Manager – 2 to 5 years of experience