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Vice President, ALM and Risk Analytics

Vice President, ALM and Risk Analytics

AFFIN GroupKuala Lumpur, Kuala Lumpur, Malaysia
4 hours ago
Job description

Join to apply for the Vice President, ALM and Risk Analytics role at AFFIN Group

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.
  • #J-18808-Ljbffr

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    Vice President Risk • Kuala Lumpur, Kuala Lumpur, Malaysia

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