head, balance sheet risk management in Kuala Lumpur

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job details

kuala lumpur, wilayah persekutuan
banking & financial services
job type
RM 300,000 per year
reference number
mohd faez abdul rahim, randstad
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job description

About The Company

A leading top-tier foreign banking group is looking to expand its operations and are currently looking for motivated, agile and ambitious individuals to join them in building a first-class team to deliver excellence within a dynamic and results-oriented environment.

About The Role

You will be responsible for providing guidance to business when it comes to advising and interpreting policies and controls related to Balance Sheet Risk Management. The employer is looking for a Risk Professional that possess excellent communication, strong leadership qualities and people's skill to support the strategic expansion business mainly focused in Balance Sheet Risk. You will be reporting straight to Chief Risk Officer


You will be delivering proactive management of all interest rate risk exposures of the bank, both structural risk arising on non-dated liabilities and risk arising from product origination.

- You will be identifying market risks in the bank’s balance sheet.

- You will proactively manage and hedge banks entire interest rate risk exposures in line with policy and risk appetite.

- You will be highlighting material risks and develop opportunities and strategies to add value and protect earnings taking into account interest rate outlooks.

- You will assist in minimising the need for external hedging by seeking internal netting opportunities.

- You will be assisting the management of regulatory, rating agency and investor relations agendas relating to banking book risk.

- You would need to understand the extent to which the balance sheet position impacts on the financial performance of the Bank in various economic and interest rate scenarios.

- You will be working with Treasury risk to propose and develop risk appetites and associated policies.

- You will support communication with key stakeholders; attend ALM committees and Boards as

Skills & Experience

- Degree in Accountancy / Banking / Finance / Law / Business Administration, or other appropriate degree / professional qualifications.

- More than 7 years working experience in the field of Risk Management preferably in the financial industry.

- Good knowledge of ALM techniques and practices.

- Good knowledge of market risk and hedging instruments, including interest rate swaps and option products.

- Good knowledge of term funding instruments.

- Good understanding of NII / Economic Value of Earnings, market value, earnings at risk and value at risk.

- A good working knowledge of Retail and Commercial Banking products preferably in a Treasury environment.

- Strong exposure to ALM simulation methodology

- Good understanding of Commercial Banking.

- Strong Capital Understanding.

- People oriented.

Culture And Benefits

- People enjoy working in this business because the company practise a vibrant & energetic office culture

- The company supports a fun yet balanced working environment

- The company is a fair work-life balance which give our employee an opportunities for enhanced learning and our core business activities is improving others' lives through our work and services

- Have a creative and innovative corporate culture that help our employees thrive - we work hard and play hard!

How to Apply

To apply online, please click on the appropriate link. Alternatively, please contact Faez Rahim at 03-2036 7560 or you can email your latest CV to faez.rahim@randstad.com.my quoting Ref No. 91M0096470