Vice President Asset & Liability Management

****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.