Welcome!! Register or Login

    Job details

Job Opportunity: Section Head, Domestic Market Liquidity Risk Portfolio Management, Group ALM:

Job description:


Our Client which is one of the leading player in the Malaysian capital markets as well as one of the largest investment banks in Malaysia by asset size. The Company continues to win industry awards and accolades which recognise its leading functions in prosperously completing numerous landmark capital market transactions locally and regionally. Currently we are assisting them to source for potential candidate to fill in the function as  Section Head, Domestic Market Liquidity Risk Portfolio Management, Group ALM
The Responsibilities :
ALM Risk Governance and Method
    Provide advice and support to Head, Group ALM Risk Operations in relation to ALM risk (comprising balance sheet/structural FX/liquidity risks management framework/policies/methodologies/guidelines for effective risk management
    Conduct research and establish best practices of ALM risk measurement methodologies including products behaviour for effective risk management
    Establish, review and maintain ALM risk governance documentations e.g. framework/policies/ methodology/guidelines for effective risk management
    Work with other risk management function Heads of GALM in providing tools for capturing of required data for accurate and timely reporting and review of risk governance documentations to ensure compliance and effective risk management
    Provide requirements to automate quantitative methodologies if necessary and participate in UAT for work efficiency
    Review and assign/confirm KRM System product id, parameter set up etc. for existing and/or new products to ensure accurate capturing and accuracy of output results
    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
    Guide Regional Branches/Subsidiaries on the implementation of Group ALM framework/Policies/Guidelines/Methodologies to ensure compliance and effective risk management
    Manage the development of internal capabilities within the team in the development/enhancement/maintenance of Group ALM framework/policies/ methodologies/guidelines/operational manuals/user guides for effective risk management
    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
    Produce simulations on Basel III-LCR, NSFR and liquidity metrics ratios and stress testing for reporting and ICAAP purpose
    Provide feedback/comments on Pillar 3 and/or write-up and disclosure in annual reports
    Coordinate with IRR and LRR teams for responses to regulators’ findings, queries, policies/guidelines/exposure drafts, auditors’ findings and queries; rating agencies’ requests for completeness of reply
    Coordinate with IRR and LRR on queries and clarification and contact with regulators for completeness of reply
    Establish and/or review operational manual documents relating to risk governance and method
    Maintain appropriate relationship with internal stakeholders to ensure delivering of prudent ALM risk quantitative measurements
    Ensure compliance and completion of identified internal/external audit findings for better governance and efficiency GALCO Secretariat
    Assume secretariat functions & Job 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 to ensure efficiency and completeness
    Establish and/or review operational manual documents relating to secretariat functions to ensure business continuity best practice
    Any other tasks that may be assigned by GCRO, Head of Group ALM and/or Head, Group ALM Risk Operations from time to time Requirements;
    Minimum 5 - 7 years of professional practice (with 3 years in managery/managerial levels) in Risk Management or Asset Licapability Management, Treasury or Finance operations; preferably with strong interest rate, liquidity risk reporting & management
    Strong knowledge of ALM functionalities, financial reports and ALM techniques
    Strong knowledge of data sources/data warehouse
    Strong communication, writing and influential expertise todirect & influence other business lines
    Strong analytical and relationship/team building expertise
    Flexible & able to quickly adapt to different & difficult situationsPlease apply online or alternatively email your resume to [email protected]
Please note that only shortlisted candidates will be notified.





Average Processing Time

8 Days

Registration No.



Human Resources Management/Consulting


Facebook Fan Page

Company Size

51 - 200 Employees


Our Beloved Professional Recruiters!


It is Asia Recruit's ( ) vision to enrich people's lives through a better employment opportunities and to provide companies with quality HR consultancy and solutions that help them to get the right candidate, increase productivity, improve efficiency and manage the bottom line.
As a licensed recruitment agency in Selangor, Melaka and Johor, with license no: JTK 1867, JTK 2467 & JTK 2623 and Endorsan 775, under the Ministry of Human Resources, Malaysia, we represent our clients, locally and internationally from small to large multinational organisations from various industries such as oil and gas, manufacturing, call centre, telecommunication, healthcare, technology, FMCG and many more with specialisation in the areas of human resources, accounting, customer service, engineering, IT, administration, sales, marketing, etc.
For more job listing from our companies, please visit .


Job Category: Creative Arts/Media [ View All Creative Arts/Media Jobs ]
Language requirements:
Employment type:
Salary: Unspecified
Degree: Unspecified
Experience (year): Unspecified
Job Location: Kuala Lumpur Kuala Lumpur
Address: Kuala Lumpur
Company Type Employer
Post Date: 03/26/2020 / Viewed 5 times
Contact Information

Apply Online

Job Category:
Job Location:   
Enter Keywords (e.g. Consultant, IT):