- Kuala Lumpur Federal Territory Malaysia
Kerja Sepenuh Masa, Vice President, Asset - Liability Management di AFFIN Group Federal Territory - Maukerja
Vice President, Asset - Liability Management
AFFIN Group
Kongsi
Simpan
Lokasi Kerja
Penerangan Kerja
Tanggungjawab
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.
Position Objective
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.
Position Objective
- To identify, measure, manage and report IRRBB and liquidity risk of the balance sheet (e.g. deposits segmentation and concentration).
- Highlight to Group Assets and Liabilities Committee (GALCO) and Group Board Risk Management Committee (GBRMC) the areas of risk and weaknesses.
- To develop, review and refine market risk policies.
- Market risk policies include but not limited to: > Market Risk Management Framework and Policy > Liquidity Risk Management Framework and Policy > Contingency Funding Plan.
- To research, develop, review and refine behavioural risk models and assumptions for LCR, NSFR, IRRBB, Stress Test and ICAAP.
- Review and update market risk operational procedures/manuals.
- Provide regular ALM and liquidity risk reports to GALCO, GBRMC and Boards.
- 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.
- Possess a degree in Finance, Economics, Mathematics, Actuarial Science or other relevant fields.
- Minimum 7 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.
Peringatan Penting
Jangan pernah kongsikan maklumat bank atau kad kredit anda semasa memohon pekerjaan. Elakkan membuat sebarang pembayaran atau mengisi survey yang tidak berkaitan. Jika ada yang mencurigakan, sila laporkan iklan pekerjaan ini segera.
Lebih Lanjut
