Senior ALM Risk Analyst

Senior ALM Risk Analyst

RHB Kuala Lumpur, Malaysia

• Posted 22 hours ago
• Permanent
• Competitive
• Prepare, monitor and report balance sheet risk covering interest rate risk in banking book and liquidity risk for RHB Banking Group incl. Overseas Branches / Subsidiaries (i.e. Regional)
• Responsible for timely internal and external reporting of ALM risk, including regulatory reports.
• Update, monitor behavioral models / assumptions applied in risk reports
• Analyze assets and liabilities mismatches and risk exposures and propose action plan, where applicable.
• Prepare risk reports, analyze and provide commentaries in meeting pack.
• Provide support or participate in ALM system related projects.
• Provide ALM risk assessment on new products / products with variation.
• Advise / guide Regional Offices on guidelines interpretation, review policy & methodology documents.
• Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking Group and respective entity
• Develop, maintain & review ALM risk management related framework / policy / methodologies / guidelines documents and operational manuals for good risk governance and effective control
• Review & comment on framework / policy / methodologies / guidelines documents to ensure consistent application of risk governance for Head Office and Regional Operations.
• Supervise & advise Regional Offices on internal and regulatory guidelines, to ensure alignment with HQ (if warrant) and consistency in risk measurement and management.
• Establish and / or review operational manual documents relating to risk governance and method
• Ensure compliance and completion of identified internal / external audit findings for better governance and efficiency.

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