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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. 

Key Responsibilities

• 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.

Job Requirements

• 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.