ALM Analyst – Liquidity, IRRBB & Balance Sheet

OCBC Group; Kuala Lumpur; Hybrid; MYR 120,000 - 180,000; Full time

Benefits offered by this job

Competitive base salary

Holistic, flexible benefits

Job summary

OCBC Malaysia is seeking an Asset Liability Management professional to lead liquidity management, balance sheet analytics, and funding strategy within the banking book. You will execute money market and funding transactions while ensuring regulatory compliance (LCR/NSFR) and supporting FTP implementations.

The role requires 2–3 years in ALM, strong knowledge of IRRBB, fixed income, money markets, and FX; plus advanced financial modelling using Excel, Python, SQL, or VBA.

Qualifications

• Bachelor’s degree in business/finance or related quantitative discipline.
• 2–3 years of ALM experience with IRRBB, liquidity risk, FTP, and regulatory liquidity metrics including LCR/NSFR.
• Knowledge of fixed income products, money markets and FX markets; ability to assess market movements on earnings and value.
• Proficient in financial modelling, data analysis, and scenario simulations using Excel and programming tools (Python/SQL/VBA).
• Strong analytical and problem-solving skills; able to translate balance sheet risks into actionable recommendations for senior management and trading desks.
• Experience collaborating with Global Markets, Corporate Treasury, Risk, Finance and other stakeholders on liquidity and capital optimization objectives.

Responsibilities

• Manage liquidity and funding profiling within ALM frameworks.
• Execute money market, funding, and liquidity management transactions.
• Monitor daily liquidity positions and ensure regulatory compliance (LCR/NSFR).
• Analyse balance sheet trends and funding concentrations; identify liquidity gaps.
• Support FTP implementation and KLIBOR/MYOR transition analyses.
• Assist in preparing ALCO reports and balance sheet management insights.
• Monitor market developments and interest rate movements affecting the banking book.

Skills

Analytical thinking

Problem-solving

Strong communication

Presentation skills

Education

Bachelor's degree in business/finance or related quantitative discipline

Tools

Excel

Python

SQL

VBA

Job description

OCBC Malaysia is seeking an Asset Liability Management professional to lead liquidity management, balance sheet analytics, and funding strategy within the banking book. You will execute money market and funding transactions while ensuring regulatory compliance (LCR/NSFR) and supporting FTP implementations.

The role requires 2–3 years in ALM, strong knowledge of IRRBB, fixed income, money markets, and FX; plus advanced financial modelling using Excel, Python, SQL, or VBA.