Assistant Vice President, Corporate Treasury - FTP Trading / Hedging

CIMB; Kampung Malaysia Tambahan; On-site; MYR 180,000 - 300,000; Full time

Job summary

CIMB is seeking a senior finance professional to oversee FTP governance and ALM strategy, ensuring accurate performance measurement and consistent framework application across business units. You will monitor funding, liquidity, hedging, and risk measures while optimizing balance sheet efficiency within risk appetite and regulatory requirements.

You will translate analytical insights into actionable strategic recommendations, manage IRRBB and structural funding dynamics, and drive

Responsibilities

• Analyse actual NII and NIM performance against budget, forecasts and prior periods
• Identify key drivers of movements in asset yields, funding costs, business volumes, product mix and repricing effects
• Translate analytical findings into actionable recommendations for strategic business initiatives and management decision-making
• Oversee the monthly booking and reconciliation of FTP-related balance sheet positions and P&L to promote accurate performance measurement and consistent application across business units
• Ensure consistent application of the ongoing implementation and enhancement of FTP framework and methodology
• Maintain appropriate balance between profitability, liquidity and risk
• Improve balance sheet efficiency within the Bank’s approved risk appetite
• Recommend and implement appropriate hedging and repositioning strategies to manage structural exposures
• Analyse and monitor structural funding and liquidity position
• Execute balance sheet gapping strategies to support the Bank’s strategic earnings and funding objectives
• Key metrics include Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
• Manage Interest Rate Risk in the Banking Book (IRRBB)
• Conduct sensitivity analysis and scenario assessments to identify potential risks
• Recommend appropriate mitigation strategies to ensure exposures remain within Bank’s internal risk appetite and comply with applicable regulatory requirements
• Key metrics include Earnings-at-Risk (EaR) and Economic Value of Equity (EVE)

Job description

• Analyse actual NII and NIM performance against budget, forecasts and prior periods
• Identify key drivers of movements in asset yields, funding costs, business volumes, product mix and repricing effects
• Translate analytical findings into actionable recommendations for strategic business initiatives and management decision-making

FTP Governance and Implementation

• Oversee the monthly booking and reconciliation of FTP-related balance sheet positions and P&L to promote accurate performance measurement and consistent application across business units
• Ensure consistent application of the ongoing implementation and enhancement of FTP framework and methodology

Asset-Liability Management (ALM) Strategy and Optimisation

• Maintain appropriate balance between profitability, liquidity and risk
• Improve balance sheet efficiency within the Bank’s approved risk appetite
• Recommend and implement appropriate hedging and repositioning strategies to manage structural exposures

Structural Funding and Liquidity Management

• Analyse and monitor structural funding and liquidity position
• Execute balance sheet gapping strategies to support the Bank’s strategic earnings and funding objectives
• Key metrics include Liquidity Coverage Ratio (LCR) and Net Stable Funding Ratio (NSFR)
• Manage Interest Rate Risk in the Banking Book (IRRBB)
• Conduct sensitivity analysis and scenario assessments to identify potential risks
• Recommend appropriate mitigation strategies to ensure exposures remain within Bank’s internal risk appetite and comply with applicable regulatory requirements
• Key metrics include Earnings-at-Risk (EaR) and Economic Value of Equity (EVE)

Note: Only shortlisted candidates will be notified.