VP, Asset and Liability Management Risk Manager

300005 Chief Executive's Office_00002555; Indonesia; On-site; IDR 200.000.000 - 300.000.000; Full time

Job summary

A leading financial institution in Indonesia is seeking a VP, Asset and Liability Management Risk Manager. This role involves managing ALM risks and ensuring compliance with regulatory requirements. Candidates should have over 10 years of experience in Banking and in-depth knowledge of key ALM risk disciplines including IRRBB, LCR, NSFR, and MCO. Strong analytical, communication, and project management skills are essential. The position offers the opportunity to contribute to significant financial performance and risk management strategies.

Qualifications

• Minimum >10 years of experience in Banking with strong foundation in balance sheet and liquidity management.
• In-depth knowledge of ALM risk disciplines including IRRBB, LCR, NSFR, and MCO.
• Proven ability to handle multiple priorities and deliver results under minimal supervision.

Responsibilities

• Manage IRRBB, LCR, NSFR, and MCO for sound risk practices.
• Perform parameters review and movement analysis to identify trends.
• Monitor regulatory updates and ensure compliance.
• Handle new product assessments and limit monitoring.
• Provide risk profile analysis and reporting to senior management.
• Support ad-hoc regulatory and audit requests.
• Drive system enhancements for ALM processes.

Skills

Analytical skills

Communication skills

Presentation skills

Project management

Technical proficiency in Python

Technical proficiency in VBA

Job description

Job Description - VP, Asset and Liability Management Risk Manager (WD72382)

Job Description

VP, Asset and Liability Management Risk Manager - ( WD72382 )

Business Function

Risk Management Group (RMG) is responsible for the development and maintenance of risk management and internal control frameworks. We provide independent review and challenge to business to ensure that appropriate balance is considered in risk/return decisions. In addition, RMG is responsible for the monitoring and reporting on key risk issues of the Bank. To manage risk effectively and deliver strong financial performance, we invest significantly in our people and infrastructure.

Main Role and Responsibilities

As an ALM Risk Manager, you will be a key player in the effective management of Asset and Liability Management (ALM) risks. Your role will include:

• Managing IRRBB, LCR, NSFR, and MCO to ensure sound risk practices and compliance with regulatory requirements.
• Performing parameters review and conducting movement analysis to identify trends and potential risk exposures.
• Monitoring regulatory updates, ensuring compliance with evolving frameworks, and managing regulatory reporting to meet both internal and external requirements.
• Handle risk control and advisory matters such as new product assessments, limit monitoring, analysis and escalation.
• Risk profile analysis and reporting to senior management.
• Support ad-hoc regulatory / audit requests.
• Driving system enhancements and participating in ad-hoc projects, such as reporting improvements, source system changes, and upgrades to streamline and optimize ALM processes.

Requirements

• Minimum >10 years of experience in Banking with a strong foundation in balance sheet and liquidity management.
• In-depth knowledge of ALM risk disciplines, including IRRBB, liquidity coverage ratio (LCR), net stable funding ratio (NSFR), and Maximum Cumulative Outflow (MCO).
• Strong analytical, communication, and presentation skills.
• Experience in project management, with a proven ability to handle multiple priorities and deliver results under minimal supervision.
• Technical proficiency in Python and VBA is preferrable.