Dealer, Asset Liability Management

OCBC company; Kuala Lumpur; On-site; 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

## Dealer, Asset Liability ManagementApplyremote type: Onsitelocations: OCBC Malaysia, Menara OCBCtime type: Full timeposted on: Posted Todayjob requisition id: JR00011228# **WHO WE ARE:**As Singapore’s longest established bank, we have been dedicated to enabling individuals and businesses to achieve their aspirations since 1932. How? By taking the time to truly understand people. From there, we provide support, services, solutions, and career paths that meet their individual needs and desires. Today, we’re on a journey of transformation. Leveraging technology and creativity to become a future-ready learning organisation. But for all that change, our strategic ambition is consistently clear and bold, which is to be Asia’s leading financial services partner for a sustainable future. We invite you to build the bank of the future. Innovate the way we deliver financial services. Work in friendly, supportive teams. Build lasting value in your community. Help people grow their assets, business, and investments. Take your learning as far as you can. Or simply enjoy a vibrant, future-ready career.Your Opportunity Starts Here.# Manage the Bank's structural liquidity, funding profile, balance sheet positioning, and interest risk in the Banking Book. **Duties include (but are not exclusive to):**1) Executing money market, funding, and liquidity management transactions. 2) Managing daily liquidity positions and ensure compliance with regulatory liquidity requirements (e.g., LCR, NSFR, MCO requirements). 3) Monitoring and managing interest rate risk arising from banking book assets and liabilities. 4) Supporting Funds Transfer Pricing (FTP) implementation into KLIBOR/MYOR transition and optimisation. 5) Analysing balance sheet trends, funding concentrations, and liquidity gaps. 6) Executing investment and hedging strategies within approved mandates. 7) Assisting in the preparation of ALCO reports and management information. 8) Monitoring market developments, interest rate movements, and funding conditions. 9) Coordinating with Risk Management, Finance, and business units on balance sheet initiatives. 10) Ensuring compliance with internal policies and regulatory requirements.**Job Requirement**1)Bachelor’s degree in business/finance, or a related quantitative discipline.2) Possesses 2-3 years of experience in Asset Liability Management (ALM) with an understanding of interest rate risk in the banking book (IRRBB), liquidity risk management, funds transfer pricing (FTP), structural foreign exchange risk, and regulatory liquidity metrics including LCR and NSFR.3) Demonstrates good knowledge of fixed income products, money markets, foreign exchange markets, and yield curve dynamics, with the ability to assess the impact of market movements on earnings and economic value.4) Proficient in financial modelling, data analysis, and scenario simulations using Excel and programming tools such as Python, SQL, VBA, or other analytical platforms.5) Strong analytical and problem-solving skills, capable of translating complex balance sheet risks into actionable business recommendations for senior management and trading desks.6) Experience working with Global Markets, Corporate Treasury, Risk, Finance, and other business unit stakeholders to support strategic balance sheet initiatives, liquidity management, and capital optimisation objectives.7) Knowledge of banking regulations and frameworks related to liquidity, interest rate risk, capital management, and balance sheet governance.8) Possesses strong communication and presentation skills, with the ability to articulate risk-return trade-offs and market insights to both technical and non-technical stakeholders.# # # **What we offer:**Competitive base salary. A suite of holistic, flexible benefits to suit every lifestyle. Community initiatives. Industry-leading learning and professional development opportunities. Your wellbeing, growth and aspirations are every bit as cared for as the needs of our customers.