Dealer, Asset Liability Management

OCBC Malaysia; Malaysia; On-site; MYR 120,000 - 180,000; Full time

Benefits offered by this job

Competitive base salary

Holistic benefits

Community initiatives

Professional development opportunities

Job summary

OCBC Malaysia is seeking an Asset Liability Management professional to manage liquidity, funding profiles and interest rate risk in a challenging regional bank environment.

You will analyse balance sheet trends, support FTP implementation into transition and optimization, and collaborate with Risk, Finance and trading desks to deliver capital efficiency and compliant operations.

Join a collaborative team that values analytical rigor and continuous learning.

Qualifications

• Bachelor’s degree in business/finance or related quantitative field.
• 2-3 years in Asset Liability Management with IRRBB & liquidity metrics.
• Knowledge of fixed income, money markets and FX market dynamics.
• Proficient in financial modelling, data analysis & scenario simulations.
• Strong communication and stakeholder management.

Responsibilities

• Execute liquidity management and funding transactions.
• Monitor balance sheet trends and funding concentrations.
• Support FTP implementation into transition and optimization.
• Prepare ALCO reports and management information.
• Coordinate with Risk, Finance and business units.

Skills

ALM experience

IRRBB understanding

Liquidity risk

FTP familiarity

Fixed income

Market analysis

Excel modelling

Python/SQL

Education

Bachelor’s degree in business/finance

Quantitative discipline

Tools

Python

SQL

Excel

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):

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 Requirements

1. 1) Bachelor’s degree in business/finance, or a related quantitative discipline.
2. 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. 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. 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. 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. 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. 7) Knowledge of banking regulations and frameworks related to liquidity, interest rate risk, capital management, and balance sheet governance.
8. 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.

Let’s build the bank we need for the future we want. Find the best version of yourself in a friendly, supportive team. 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.

As the longest established Singapore bank, formed in 1932 from the merger of three local banks, we have grown from strength to strength to become a regional financial services group. With a deep history in Asia, we offer the most comprehensive coverage across ASEAN and Greater China, complemented with a presence in the leading economies of New York, London and Sydney. We are the second largest financial services group in Southeast Asia by assets with one of the world’s highest credit rating (Aa1 by Moody’s and AA- by both Fitch and S&P). We offer private banking services through our wholly-owned subsidiary, Bank of Singapore, which operates on a unique open-architecture product platform to source for the best-in-class products to meet its clients’ goals. Our insurance subsidiary, Great Eastern Holdings, is the oldest and most established life insurance group in Singapore and Malaysia.