This position incorporate elements of balance sheet strategy development, balance sheet simulation forecasting, net interest income projecting, interest rate and liquidity risk analysis, market research, and statistical balance sheet reporting support.
Manage and enhance ongoing Asset Liability Management programs. Produce a regular report for ALCO and management analyzing trends in actual performance against projection as well as exposure to interest rate risk, liquidity risk and concentration risk.
Coordinator monthly balance sheet and net interest income forecast processes. Participate in budget and planning processes for overall Bank.
Engage and collaborates with others, including lines of business representatives and the global market department to provide support for subjects such as balance sheet & earnings forecasting FTP, economic capital, market research
Enhance establish and conduct a review of Fund Transfer Pricing mechanism, methodology, policy and procedures
Assist in developing action plans that support the business strategic direction and goals by setting standards and communication ideas.
Develop ALM/FTP report and presentation materials that effectively communicate financial performance, funding strategies, ALM risks and strategies recommendation
Maintain and document FTP system’s data and key assumptions and ensure information is a current, assumption and supported by appropriate analysis and programs meet standards of the parent bank, regulatory and auditors
Take initiative and demonstrates leadership skills to contribute to the advancement of the Asset Liability Management processes
Assist with ad hoc finance projects and initiatives. Perform any other functions as assigned by Management from time to time
Assist audit and risk partners by providing requested documentation and information as needed
Keep abreast of provision and changes in the Statutory requirements, Head Office Policies and Bank Negara Malaysia Guidelines to ensure due to compliance in all aspects
Minimum 5 - 7 years of professional experience Asset Liability Management, Treasury or Finance operations; preferably with strong interest rate, liquidity risk reporting & management
Strong understanding of ALM functionalities, financial reports and ALM techniques
Strong communication, writing and influential skills to direct & influence other business lines
Strong analytical and relationship/team-building skills
Perks & Benefits
- Commission and bonus
- Allowance (travel stipends, transportation, etc.)
- Central location