Vice President, ALM and Risk Analytics

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Job Purposes

• To develop behavioral models for IRRBB for Affin Bank Group (ABG).
• To measure, manage and report the IRRBB of banking entities of ABG.
• To implement and review Contingency Funding Plan for liquidity risk management and Recovery Planning.

Job Responsibilities

• To develop, review and refine market risk policies for Banking Book and liquidity risk management.
• To identify, measure and manage IRRBB and liquidity risk of the balance sheet (e.g. deposits segmentation and concentration). Highlight to management the areas of risk and weaknesses.
• To research, develop, review and refine behavioural models and assumptions for LCR...