About this role
Asset & Liability Management (“ALM”) Risk Analyst
- Prepare, monitor and report balance sheet risk covering interest rate risk in banking book and liquidity risk for RHB Banking Group incl. Oversea Branches/Subsidiaries (i.e. Regional).
- Responsible for timely internal and external reporting of ALM risk, including regulatory reports, where applicable.
- Advice, assist Regional risk Offices on reviewing and interpretation of regulatory guidelines.
- Analyze assets and liabilities mismatches and risk exposures and propose action plan, where applicable.
- Monitor and escalate risk limits breaches and follow up on action plans shared by stakeholders.
- Provide support or participate in ALM system related projects.
- Propose/design/revise risk dashboard to enhance operational efficiency and improve risk monitoring process.
- Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking group and respective entity.
- Review/revise/develop policy/methodology/operational manuals relating to ALM risk management.
ALM System related function
- Support and manage ALM system related initiatives and enhancements to achieve operational efficiency in reporting process.
- Attend to new internal & external reporting requirements, advise on design/structure/process in system to ensure flexibility and sustainable
- Review/execute product tagging, hierarchy and parameters set up in ALM system and ensure accuracy of data.
- Work closely with team members within Group ALM in handling exceptions, troubleshooting of errors, attending to audit or regulatory requests.
- Work closely with Data Management / IT / MIS / other supporting team(s) on enhancement, new request, and system issues.
- Review and ensure ALM system and project related document, business requirement document, change requests, functional manual etc are up-to-date.