ALM Risk Analyst, Assets & Liabilities Management

Job responsibilities

Prepare and review Liquidity risk and regulatory reports.

Produce structural balance sheet and liquidity risk reports (LCR, NSFR, MCO) and ad-hoc reports for internal committees (RMC, ALCO) and Group-level forums.

Liaise with key internal and external stakeholders, including the regulators and relevant departments (including Global Market, Finance, Business Units and Audit) on structural balance sheet and market risk matters.

Perform limit monitoring and ensure timely escalation in line with risk policies and procedures.

Support the development and enhancement of risk reporting, data analytics tools, and granular risk analysis.

Participate in User Acceptance Testing (UAT) for system enhancements, methodology updates, and reporting changes.

Coordinate with Corporate Treasury and Global Market on structural balance sheet risk management.

Assist in ALM risk assessment for new products and system configuration prior to launch.

Job Requirements

At least minimum 2 years working experience in Asset Liability Management.

A meticulous and versatile professional with strong interpersonal skills.

Effective written and verbal communicator.

Committed team player with strong ownership of responsibilities.

Demonstrates the ability to execute initiatives in alignment with team leadership.

Exhibits a collaborative-mindset, contributing to a constructive and supportive working environment.

Flexible and dedicated, with willingness to work extended hours.

Proficient with Microsoft Office applications (Excel, PowerPoint and etc.) with working knowledge of analytics tools such as Power BI, Co-pilot.