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)
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