Senior ALM Risk Analyst

RHB Group; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

RHB Banking Group is seeking an Asset & Liability Management (ALM) Risk Analyst to monitor and report balance sheet risks, including interest rate and liquidity risk, for the group and its regional subsidiaries. The role supports ALM systems, data management, and regulatory reporting while collaborating with regional risk offices.

The ideal candidate will review guidelines, analyze mismatches, and help design risk dashboards and policies to enhance monitoring and efficiency across the ALM

Responsibilities

• Prepare, monitor and report balance sheet risk covering interest rate risk in banking book and liquidity risk for RHB Banking Group incl. Oversea Branches/Subsidiaries (i.e. Regional).
• Responsible for timely internal and external reporting of ALM risk, including regulatory reports, where applicable.
• Advice, assist Regional risk Offices on reviewing and interpretation of regulatory guidelines.
• Analyze assets and liabilities mismatches and risk exposures and propose action plan, where applicable.
• Monitor and elevate risk limits breaches and follow up on action plans shared by stakeholders.
• Provide support or participate in ALM system related projects.
• Propose/design/revise risk dashboard to enhance operational efficiency and improve risk monitoring process.
• Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking group and respective entity.
• Review/revise/develop policy/methodology/operational manuals relating to ALM risk management.
• Support and manage ALM system related initiatives and enhancements to achieve operational efficiency in reporting process.
• Attend to new internal & external reporting requirements, advise on design/structure/process in system to ensure flexibility and sustainable
• Review/execute product tagging, hierarchy and parameters set up in ALM system and ensure accuracy of data.
• Work closely with team members within Group ALM in handling exceptions, troubleshooting of errors, attending to audit or regulatory requests.
• Work closely with Data Management / IT / MIS / other supporting team(s) on enhancement, new request, and system issues.
• Review and ensure ALM system and project related document, business requirement document, change requests, functional manual etc are up-to-date.

Job description

Asset & Liability Management (“ALM”) Risk Analyst

• Prepare, monitor and report balance sheet risk covering interest rate risk in banking book and liquidity risk for RHB Banking Group incl. Oversea Branches/Subsidiaries (i.e. Regional).
• Responsible for timely internal and external reporting of ALM risk, including regulatory reports, where applicable.
• Advice, assist Regional risk Offices on reviewing and interpretation of regulatory guidelines.
• Analyze assets and liabilities mismatches and risk exposures and propose action plan, where applicable.
• Monitor and elevate risk limits breaches and follow up on action plans shared by stakeholders.
• Provide support or participate in ALM system related projects.
• Propose/design/revise risk dashboard to enhance operational efficiency and improve risk monitoring process.
• Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking group and respective entity.
• Review/revise/develop policy/methodology/operational manuals relating to ALM risk management.

ALM System related function

• Support and manage ALM system related initiatives and enhancements to achieve operational efficiency in reporting process.
• Attend to new internal & external reporting requirements, advise on design/structure/process in system to ensure flexibility and sustainable
• Review/execute product tagging, hierarchy and parameters set up in ALM system and ensure accuracy of data.
• Work closely with team members within Group ALM in handling exceptions, troubleshooting of errors, attending to audit or regulatory requests.
• Work closely with Data Management / IT / MIS / other supporting team(s) on enhancement, new request, and system issues.
• Review and ensure ALM system and project related document, business requirement document, change requests, functional manual etc are up-to-date.

Unlock job insights

Hirer responsiveness Salary match Number of applicants

Banking & Credit More than 10,000 employees

RHB Banking Group is a leading regional financial services provider headquartered and listed in Malaysia. Established in 1913, we offer comprehensive banking solutions across retail, business, corporate, and Islamic banking. With a strong presence in Malaysia and nine ASEAN countries, we are committed to delivering simple, fast, and seamless experiences. Guided by our brand promise, “Together We Progress,” we continue building a sustainable and inclusive future with our customers and stakeholders.

RHB Banking Group is a leading regional financial services provider headquartered and listed in Malaysia. Established in 1913, we offer comprehensive banking solutions across retail, business, corporate, and Islamic banking. With a strong presence in Malaysia and nine ASEAN countries, we are committed to delivering simple, fast, and seamless experiences. Guided by our brand promise, “Together We Progress,” we continue building a sustainable and inclusive future with our customers and stakeholders.