About The Role
We are looking for a highly analytical and detail-oriented
Senior ALM Risk Analyst to join our team at RHB Bank. In this role, you will be responsible for monitoring, assessing, and reporting balance sheet risk: including interest rate risk in the banking book (IRRBB) and liquidity risk across RHB Banking Group and its regional branches and subsidiaries. You will play a key role in strengthening the bank's Asset & Liability Management (ALM) framework, supporting governance committees, and ensuring robust risk measurement and compliance with internal and regulatory standards.
What You Will Be Doing
Asset & Liability Management (ALM) Portfolio 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.
- Update, monitor behavioral models /assumptions applied in risk reports
- Analyze of assets and liabilities mismatches and risk exposures and propose action plan, where applicable.
- Prepare risk reports, analyze and provide commentaries in meeting pack.
- Provide support or participate in ALM system related projects.
- Provide ALM risk assessment on new products/products with variation.
- Advise/guide Regional Offices on guidelines interpretation, review policy & methodology documents.
- Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking Group and respective entity
Risk Governance
- Develop, maintain & review ALM risk management related framework/policy/methodologies/ guidelines documents and operational manuals for good risk governance and effective control
- Review & comment on framework/policy/methodologies/guidelines documents to ensure consistent application of risk governance for Head Office and Regional Operations.
- Supervise & advise Regional Offices on internal and regulatory guidelines, to ensure alignment with HQ (if warrant) and consistency in risk measurement and management.
- Establish and/or review operational manual documents relating to risk governance and method
- Ensure compliance and completion of identified internal/external audit findings for better governance and efficiency.
What We're Looking For
- Strong analytical and problem-solving abilities with a solid understanding of ALM, liquidity risk, or IRRBB.
- Experience in risk reporting, regulatory requirements, and balance sheet analysis.
- Ability to interpret and apply risk governance frameworks and methodologies.
- Strong communication skills with the ability to work effectively with regional and cross-functional teams.
- Attention to detail, strong documentation skills, and the ability to meet tight reporting timelines.
What We Offer
At RHB Banking Group, we foster a collaborative and inclusive work environment that empowers employees to reach their full potential. We offer competitive remuneration, professional development opportunities, and a supportive culture that encourages growth and excellence.
