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Manager, ALM & Treasury Risk

  • Full Time, onsite
  • Alliance Bank Malaysia Berhad
  • Kuala Lumpur Treasury (Banking & Financial Services) Full time Add expected salary to your profile for insights, Malaysia
Salary undisclosed

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Job Descriptions

  • Perform balance sheet interest rate risk, and liquidity funding risk modeling for Treasury and Bank.
  • Review all modeling results and assumptions for interest rate risk and liquidity funding risk modeling.
  • Monitor key risk thresholds for interest rate and liquidity funding risks
  • Devise and implement balance sheet hedging strategies for structural interest rate risk.
  • Industry benchmarking on profitability analysis
  • Review of product profitability modeling assumptions under Funds Transfer Pricing (FTP) framework.
  • Design strategies to optimize profitability while minimizing risk
  • Prepare interest rate risk, product profitability and funding risk analytical reporting and presentation to Group ALCO & Board.
  • Act as contact person between ALM Desk and the line of business in providing loan pricing guidance based on the FTP methodology
  • Act as liaison person between ALM Desk and the line of business on ALM issues by developing and maintaining constant, strong collaboration with line of business.

Job Requirements

  • Bachelor in finance, commerce or related field.
  • 3-5 year’s relevant experience in financial industry with an emphasis on investment and risk management.
  • Strong analytical, mathematical, modeling and problem-solving skills
  • Good understanding of complex products in the balance sheet.
  • Possess strong interpersonal skills as he/she will interact across the firm with multiple lines of business.
  • PC proficient with strong database management, data mining and data analysis skills.
  • Commitment to accuracy and detail oriented.
  • Experience using external data sources (Bloomberg, Reuters)