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.

JOB PURPOSE

• Support the Head of Group Liquidity Risk Management in defining, identifying, measuring, reporting, and managing ALM and liquidity risk for Affin Bank Group.
• Escalate and report limit triggers, and provide recommendations to senior management committee and board committee.

ACCOUNTABILITIES

• Compute LCR and NSFR for internal risk management and regulatory reporting.
• Perform liquidity stress testing to assess the impact on the bank's liquidity ratios under various economic scenarios.
• Research and develop forward-looking liquidity risk indicators for better risk management and internal monitoring.
• Assist in the contingency funding plan exercise.
• Review and update operational procedures/manuals.
• Prepare regular ALM and liquidity risk reports for GALCO, GBRMC, and the Boards.
• Design insightful liquidity risk dashboards and reports to facilitate risk identification, assessment, monitoring, and reporting; enable informed decision-making and provide stakeholders with clear, actionable insights.
• Perform UAT for system implementation/booking of new products in the system and simulate the impacts on liquidity ratios.
• Conduct data-driven deep-dive analysis/forward-looking assessments to early identify emerging liquidity risks.
• Act as a source of independent technical knowledge for the Group on matters pertaining to ALM and liquidity risk analytics.
• Provide relevant, timely information to facilitate audit exercises/investigations by Group Internal Audit, external auditors, Group Compliance, and Bank Negara Malaysia (BNM).

JOB REQUIREMENTS

• Possess a bachelor's degree in Finance, Economics, Statistics/Mathematics, Actuarial Science, or a related fields.
• Over 4 years of regulatory reporting experience in the banking industry; candidates from Big Four audit/consulting firms are encouraged to apply.
• Proficient in automating reports using Microsoft Excel/Access VBA, Power BI, Python programming, and/or SAS Enterprise Guide (EG).
• Detail-oriented with excellent verbal and written English communication skills.
• Independent, self-motivated, resourceful and demonstrates strong interpersonal skills.