ALM Trader: Liquidity Strategy & Rate Risk Expert

OCBC Bank (Malaysia) Berhad; Malaysia; On-site; MYR 120,000 - 180,000; Full time

Job summary

OCBC Bank (Malaysia) Berhad invites you to join its Asset & Liability Management team to manage structural liquidity, funding profile and interest risk in the banking book. The role demands hands-on ALM experience, strong modelling skills, and collaboration with Risk, Finance and Treasury.

You will analyse balance sheet trends, monitor regulatory metrics (LCR/NSFR), support FTP implementations into the KLIBOR/MYOR transition, and contribute to liquidity management and capital optimisation.

Qualifications

• Bachelor's degree in business/finance or related quantitative discipline.
• 2–3 years of ALM experience with IRRBB, liquidity risk management, FTP, FX risk, and LCR/NSFR.
• Knowledge of fixed income, money markets, FX markets, and yield curve dynamics.
• Proficient in financial modelling, data analysis, and scenario simulations using Excel and Python/SQL/VBA.
• Strong analytical and communication skills to translate balance sheet risks for senior management.

Responsibilities

• Execute money market, funding, and liquidity management transactions.
• Manage daily liquidity positions and ensure regulatory compliance (LCR/NSFR).
• Monitor and manage interest rate risk in the banking book.
• Support FTP implementation into KLIBOR/MYOR transition and optimisation.
• Analyse balance sheet trends, funding concentrations, and liquidity gaps.
• Execute investment and hedging strategies within mandates.
• Assist in ALCO reports and management information.
• Monitor market developments, interest rate movements, and funding conditions.
• Coordinate with Risk, Finance, and business units on balance sheet initiatives.
• Ensure compliance with internal policies and regulatory requirements.

Skills

ALM experience

IRRBB knowledge

Liquidity risk management

Funds Transfer Pricing

Structural FX risk

Regulatory liquidity metrics

Fixed income knowledge

Money markets

FX markets

Yield curve dynamics

Financial modelling

Data analysis

Excel

Python

SQL

VBA

Analytical skills

Communication skills

Stakeholder management

Education

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

Tools

Python

SQL

VBA

Job description

OCBC Bank (Malaysia) Berhad invites you to join its Asset & Liability Management team to manage structural liquidity, funding profile and interest risk in the banking book. The role demands hands-on ALM experience, strong modelling skills, and collaboration with Risk, Finance and Treasury.

You will analyse balance sheet trends, monitor regulatory metrics (LCR/NSFR), support FTP implementations into the KLIBOR/MYOR transition, and contribute to liquidity management and capital optimisation.