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affin group

Vice President, Asset & Liability Management

affin group
Malaysia, Kuala Lumpur
7-9 Years
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Job Description

Create your future with Affin! You too can make a difference.

Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don't just stay at the forefront of the industry – you can make a difference too.

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.

More Info

Job Type:
Permanent Job
Industry:
Other
Function:
Finance
Employment Type:
Full time

About Company

affin group

Job ID: 148284001

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Last Updated: 24-05-2026 06:45:22 PM
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