Working Hour
Regular Hours
Monday - Friday
Business Area
Risk & Credit Management
Malaysia - Kuala Lumpur
Working Hour
Regular Hours
Monday - Friday
Malaysia - Kuala Lumpur
Business Area
Risk & Credit Management

Primary Objective:
  • Prepare and analyze interest rate risk in the banking book (IRRBB) measurement for stress test/ICAAP, internal and external reporting
  • Establish and review risk limits
  • Review and monitor behavioral models to support IRRBB measurement
  • Analyze and provide qualitative commentaries of risk exposure and behavioral models output
  • Assessment of risk elements in new products
  • Provide support to manage and ensure successful implementation of ALM projects
  • Analyze and provide basic commentaries in meeting pack
  • Support GALCO, GCRC, IBRMC, BRC, BOD with respect to IRRBB and analysis for information and strategizing

Key Responsibilities:

Strategy and Planning

  • Provide support to Head, Group Interest Rate Risk Management & Reporting and Section Head, Group Interest Rate Risk Reporting to ensure timely completion and accuracy of ALM risk management reporting; and compliance of risk thresholds to ensure effective risk control
  • Maintain appropriate relationship with internal stakeholders to ensure ALM risk management is embedded in business strategy or business plan for a risk oriented practice or culture


Risk Reporting

  • Prepare and review ALM Policy/Guidelines/Operational Manuals/User Guides to reflect the risk management measurement, monitoring and control
  • Prepare / enhance / maintain IRRBB risk reporting including simulations of NII/EAR/EVE for internal, regulatory, ICAAP and stress testing for efficient and accurate risk quantification and monitoring purpose
  • Source historical data for analysis and benchmarking of setting risk limits for prudent risk management
  • Identify, measure, monitor, and control interest rate risk under normal market conditions, under stress scenario, projection; earnings-at-risk and economic value of equity for effective risk management
  • Guide Regional Branches/Subsidiaries on the implementation of Group ALM Framework/Policies/Guidelines/Methodologies & assist in preparing accurate reports for consistency in application
  • Review Regional Branches/Subsidiaries reports to ensure accuracy and timeliness
  • Analyse and write summary of qualitative commentaries for IRRBB reports for Regional Branches/Subsidiaries and simulated positions
  • Follow up with Regional Branches/Subsidiaries on action plans of non-compliances to ensure breaches are regularized within timeframe
  • Ensure compliance and completion of identified internal/external audit findings
  • Maintain appropriate relationship with internal stakeholders to ensure balance sheet risk management is embedded in business strategy or business plan for a risk oriented practice or culture
  • Conduct review (including update of data/model’s drivers) and monitor behavioural models in supporting IRRBB ICAAP and stress test, escalate to Risk Modelling if there is any significant deterioration that warrant model redevelopment
  • Perform analysis and ensure output reasonableness for the behavioral models application in stress test/ ICAAP for IRRBB measurement and limit monitoring
  • Provide subject matter knowledge relating to IRRBB and relevant support to ensure successful automation and implementation of ALM risk system
  • Back-up Head in ensuring smooth running of the BAU and ad-hoc request in his or her absence


Product Assessment & ALM Projects Support

  • Assist to manage timeliness of system implementation for efficiency in reports production and output accuracy
  • Work with Group ALM Risk Governance/Method on the development / enhancement / maintenance of related risk models and parameters in KRM-ALM System to produce accurate risk reports


Any other duties that may be assigned by GCRO, Head of Group ALM, Head of Group Interest Rate Risk Management/Reporting & Product Assessment or Section Head, Group Interest Rate Risk Reporting from time to time.

Diploma - risk management, banking & finance, economics, mathematics actuarial or similar related degree.

- Chartered Banker, BRM, FRM, PRIMA – added advantage

5 years of professional experience in Risk Management, Treasury, Asset Liability Management or Finance  operations; preferably  with  strong interest rate risk/liquidity risk management 

  • Strong understanding of Group ALM financial reports and ALM techniques
  • Strong communication, writing and influential skills to direct & influence other business lines
  • Strong analytical and relationship/team building skills
  • Acquire strong Microsoft office tools in excel, word and power point
  • Flexible & able to quickly adapt  to different & difficult situations

Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards