Dealer, Asset Liability Management

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

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):

• Executing money market, funding, and liquidity management transactions.
• Managing daily liquidity positions and ensure compliance with regulatory liquidity requirements (e.g., LCR, NSFR, MCO requirements).
• Monitoring and managing interest rate risk arising from banking book assets and liabilities.
• Supporting Funds Transfer Pricing (FTP) implementation into KLIBOR/MYOR transition and optimisation.
• Analysing balance sheet trends, funding concentrations, and liquidity gaps.
• Executing investment and hedging strategies within approved mandates.
• Assisting in the preparation of ALCO reports and management information.
• Monitoring market developments, interest rate movements, and funding conditions.
• Coordinating with Risk Management, Finance, and business units on balance sheet initiatives.
• Ensuring compliance with internal policies and regulatory requirements.

Job Requirement

• Bachelor's degree in business/finance, or a related quantitative discipline.
• 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.
• 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.
• Proficient in financial modelling, data analysis, and scenario simulations using Excel and programming tools such as Python, SQL, VBA, or other analytical platforms.
• Strong analytical and problem-solving skills, capable of translating complex balance sheet risks into actionable business recommendations for senior management and trading desks.
• 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.
• Knowledge of banking regulations and frameworks related to liquidity, interest rate risk, capital management, and balance sheet governance.
• 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.

OCBC Bank, is the longest established Singapore bank, formed in 1932 from the merger of three local banks, the oldest of which was founded in 1912. It is now the second largest financial services group in Southest Asia by assets and one of the world's most high-rated banks, with an Aa1 rating from Moody's. It is also ranked by Bloomberg Markets as the world's strongest bank.

OCBC Bank and its subsidiaries offer a broad array of specialist financial services, ranging from consumer, corporate, investment, private and transaction banking to treasury, insurance, asset management and stockbroking services.

OCBC Bank's key markets are Singapore's Malaysia, Indonesia and Greater China. It has a network of over 600 branches and representative offices in 18 countries and territories, including more than 330 branches and offices in Indonesia that are operated by its subsidiary, Bank OCBC NISP.

OCBC Bank's insurance subsidiary, Great Eastern Holdings, is the largest Insurance group in Singapore and Malaysia by assets. Its asset management subsidiary, Lion Group Investor, is one of the largest private sector asset management companies in Southest Asia. Private Banking services are provided by subsidiary Bank of Singapore, which continued to gain industry recognition in 2011 including being voted 'Outstanding Private Bank in Asia Pacific' by Private Banker international.

After being actively involved in offering Islamic banking products and services since 1995, OCBC Bank launched its wholly‑owned Islamic banking subsidiary, OCBC Al‑Amin Bank Berhad, on 1 December 2008. OCBC Al‑Amin offers products and services which are developed based on the applicable Shariah contract and with the endorsement of the Shariah Advisory Committee to meet the requirements of both Muslims and non‑Muslims alike.