Job Description

Description

Primary Objective:

• Develop/review/maintain ALM risk management related framework/policy/methodologies/ guidelines documents and operational manuals/user guides for good risk governance and effective control
• Assist to develop and maintain product behavioural characters for risk measurement and management
• Work with Overseas Branches/Subsidiaries personnel on guidelines interpretation & ensure alignment of models/methodologies with HQ to ensure consistency in risk measurement and management
• Assist in GALCO Secretariat functions

Primary Objective:

• Develop/review/maintain ALM risk management related framework/policy/methodologies/ guidelines documents and operational manuals/user guides for good risk governance and effective control
• Assist to develop and maintain product behavioural characters for risk measurement and management
• Work with Overseas Branches/Subsidiaries personnel on guidelines interpretation & ensure alignment of models/methodologies with HQ to ensure consistency in risk measurement and management
• Assist in GALCO Secretariat functions

Key Responsibilities:

• Conduct research and establish best practices of ALM risk measurement methodologies including products behaviour for effective risk management
• Prepare and update policy documents, operational manuals to ensure completeness of operational process and compliance to audit findings and latest regulatory policy requirements
• As subject matter expert relating to providing advice relating to ALM risk models and product behavior characters for normal business and stress conditions for effective risk management
• Obtain required market and historical data for simulation of Basel III-LCR, NSFR and liquidity metric ratios for appropriate risk appetite setting
• Produce simulations on Basel III-LCR, NSFR and liquidity metrics ratios and stress testing for reporting and ICAAP purpose
• Conduct contingency funding plan\xe2\x80\x99s call tree every two years to ensure its effectiveness and efficiency
• Write operational manual documents relating to risk governance and method
• Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements
• Assist to review and assign/confirm KRM System product id, parameter set up etc. for existing and/or new products
• Assist in providing guidance/advice to Regional or Overseas Branches/Subsidiaries on best practices to ensure adoption/implementation of prudent ALM risk measurement methodologies practices in line with internal and external regulatory requirements of Head Office and respective jurisdiction
• Assist to guide Regional Branches/Subsidiaries on the implementation of Group ALM framework/Policies/Guidelines/Methodologies to ensure compliance and effective risk management
• Assist in providing feedback/comments on Pillar 3 and/or write-up and disclosure in annual reports
• Coordinate with IRR and LRR teams for responses to regulators\xe2\x80\x99 findings, queries, policies/guidelines/exposure drafts, auditors\xe2\x80\x99 findings and queries; rating agencies\xe2\x80\x99 requests for completeness of reply
• Coordinate with IRR and LRR on queries and clarification and liaise with regulators for completeness of reply
• Back-up colleague in ensuring smooth running of the BAU and ad-hoc request in his or her absence to ensure business continuity

Key Responsibilities:

• Conduct research and establish best practices of ALM risk measurement methodologies including products behaviour for effective risk management
• Prepare and update policy documents, operational manuals to ensure completeness of operational process and compliance to audit findings and latest regulatory policy requirements
• As subject matter expert relating to providing advice relating to ALM risk models and product behavior characters for normal business and stress conditions for effective risk management
• Obtain required market and historical data for simulation of Basel III-LCR, NSFR and liquidity metric ratios for appropriate risk appetite setting
• Produce simulations on Basel III-LCR, NSFR and liquidity metrics ratios and stress testing for reporting and ICAAP purpose
• Conduct contingency funding plan\xe2\x80\x99s call tree every two years to ensure its effectiveness and efficiency
• Write operational manual documents relating to risk governance and method
• Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements
• Assist to review and assign/confirm KRM System product id, parameter set up etc. for existing and/or new products
• Assist in providing guidance/advice to Regional or Overseas Branches/Subsidiaries on best practices to ensure adoption/implementation of prudent ALM risk measurement methodologies practices in line with internal and external regulatory requirements of Head Office and respective jurisdiction
• Assist to guide Regional Branches/Subsidiaries on the implementation of Group ALM framework/Policies/Guidelines/Methodologies to ensure compliance and effective risk management
• Assist in providing feedback/comments on Pillar 3 and/or write-up and disclosure in annual reports
• Coordinate with IRR and LRR teams for responses to regulators\xe2\x80\x99 findings, queries, policies/guidelines/exposure drafts, auditors\xe2\x80\x99 findings and queries; rating agencies\xe2\x80\x99 requests for completeness of reply
• Coordinate with IRR and LRR on queries and clarification and liaise with regulators for completeness of reply
• Back-up colleague in ensuring smooth running of the BAU and ad-hoc request in his or her absence to ensure business continuity

Requirements

Requirements:
Bachelor Degree - Any related field(s).

- Chartered Banker
- BRM
- FRM
- PRIMA

3 years of professional experience in Risk Management or Asset Liability Management, Treasury or Finance operations preferably with strong liquidity risk reporting & management

• Strong understanding of Group ALM financial reports and ALM techniques
• Strong communication, writing and influential skills to direct & influence other business lines
• Strong analytical and relationship/team building skills
• Flexible & able to quickly adapt to different & difficult situations

Benefits

Dental, Education support, Miscellaneous allowance, Medical, Loans, Sports (e.g. Gym), Parking, Vision, Regular hours, Mondays - Fridays, Casual Business Wear, Performance Based Rewards

RHB Bank