Job Description

Description

Primary Objective:

• Provide support to other risk management and reporting function Heads in GALM pertaining to ALM risk governance documentations and quantitative measurement methodologies as well as reporting tools
• Lead and direct the team to develop and maintain ALM risk management (incl. balance sheet/interest rate risk, liquidity and structural FX risks) related framework/policy/methodology/ guidelines documents and operational manuals for good risk governance and effective control
• Lead and direct the team to develop and maintain methodologies relating to ALM risk management, stress testing and product behavioural characters
• Supervise Regional Offices on guidelines interpretation & ensure alignment of models/methodologies with HQ to ensure consistency in risk measurement and management
• Review policy documents to ensure consistent application of risk governance
• Responsible for GALCO Secretariat functions and general administration
• Responsible for ALM System Management
• Delivery of timely and accurate documentations and methodologies
• Monitor and track compliance with regulatory\xe2\x80\x99s requirements of governance and measurement methodologies
• Implement changes from knowledge learnt via training
• Mentoring/coaching of direct reports
• Staff development and productivity

Key Responsibilities:

ALM Risk Governance and Method

• Provide advice and support to Head, Group ALM in overall direction for development and enhancement of ALM risk management policy/methodologies/guidelines, quantitative product behavioural characters, stress testing for good risk governance and effective risk management
• Provide 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
• Manage the development of internal capabilities within the team in the development/ enhancement of Group ALM framework/Policies /Guidelines/Methodologies/Operational Manuals/User Guides and management of ALM risk exposures and compliance for effective risk management
• Maintain appropriate relationship with regulators to facilitate development/enhancement of ALM risk measurement
• Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements
• Monitor and work with other risk management function Heads of GALM in providing tools for capturing of required data for accurate and timely reporting
• Provide feedback/comments on Pillar 3 and/or write-up for disclosure in annual reports
• Spearhead to 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 to streamline work flow and accurate proceeding for work efficiency
• Coordinate with IRR and LRR on queries and clarification and liaise with regulators to centralize work process for work efficiency
• Establish and/or review operational manual documents relating to risk governance and method to ensure business continuity best practice

GALCO Secretariat & General Administration * Assume secretariat roles & responsibilities: arrange for meeting, minutes taking, follow up on matters arising to ensure smooth operation of GALCO meeting

• Responsible for meeting pack compilation incl. reports and discussion papers for distribution before meeting
• Provide support in all office general administration function including fixed assets & stationeries requisitions, department utilities etc.to streamline work process and for work efficiency
• Responsible for coordination of performance appraisal, supporting budgeting process of Group ALM for work efficiency
• Establish and/or review operational manual documents relating to secretariat and general administration functions to ensure business continuity best practice

ALM System Management * Provide advisory on products and parameters set up relating to interest rate and liquidity risks for purpose of capturing in KRM System for accurate output reports

• Provide support to KRM-ALM projects to ensure smoothness and completion in time
• Evaluate and recommend improvement in system and processes to attain efficiency, effectiveness and optimisation
• Assist in automation of reporting for Department to improve report delivery time and accuracy of output results
• Assist in establishing product behavioural models and set up in KRM System for accurate capturing of information to produce accurate output
• Establish and/or review operational manual documents relating to project and system support to ensure business continuity best practice

Any other duties that may be assigned by GCRO and/or Head of Group ALM from time to time.

Requirements

Requirements:
Bachelor Degree - Tertiary education in risk management, banking & finance, economics, mathematics or similar related degree.

- Chartered Banker, BRM, FRM, PRIMA - added advantage

• 10 to 15 years of professional experience (with 8 years in supervisory/managerial levels) in Treasury, Risk Management or Asset Liability Management operations; preferably with strong ALM risk (incl. interest rate & liquidity risks) reporting & management and ALM System implementation knowledge and discipline

• Strong understanding of ALM functionalities, financial reports and ALM techniques
• Strong understanding of data sources/data warehouse
• 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