Senior IRRBB & Liquidity Risk Leader

Bank of China (M) Berhad; Kuala Lumpur; On-site; MYR 240,000 - 320,000; Full time

Job summary

Bank of China (M) Berhad is seeking a Senior Manager Market, Interest Rate and Liquidity Risk to oversee IRRBB risk, model development for deposits and prepayments, and stress testing. You will ensure accurate ALM data, regulatory compliance, and risk reporting.

The role requires 5+ years in market or interest rate risk, strong quantitative skills, programming ability, and fluency in English and Mandarin.

Qualifications

• Bachelor degree in risk/finance-related field or equivalent.

Responsibilities

• Measure IRRBB exposure using EVE and NII metrics.
• Develop models for NMDs, loan prepayments and early redemption behaviors.
• Design and execute periodic stress tests and regulatory shock analyses.
• Ensure accuracy of ALM data inputs and balance sheet assumptions.
• Ensure compliance with BNM IRRBB standards and regulatory reporting.

Skills

Strong quantitative

Leadership & coaching

Independent work

Excellent communication

Fluent English

Fluent Mandarin

Education

Bachelor's degree in Risk Management / Financial Engineering / Quantitative Finance / Economics / Banking & Finance / Actuarial Science

CFA / FRM / PRM desirable

Tools

Bloomberg Terminal

Python

Excel VBA

Job description

Bank of China (M) Berhad is seeking a Senior Manager Market, Interest Rate and Liquidity Risk to oversee IRRBB risk, model development for deposits and prepayments, and stress testing. You will ensure accurate ALM data, regulatory compliance, and risk reporting.

The role requires 5+ years in market or interest rate risk, strong quantitative skills, programming ability, and fluency in English and Mandarin.