Create your future with Affin! ​​You too can make a difference.

Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don’t just stay at the forefront of the industry – you can make a difference too.

Job Purposes

• To develop behavioral models for IRRBB for Affin Bank Group (ABG).
• To measure, manage and report the IRRBB of banking entities of ABG.
• To implement and review Contingency Funding Plan for liquidity risk management and Recovery Planning.

Job Responsibilities

• To develop, review and refine market risk policies for Banking Book and liquidity risk management.
• To identify, measure and manage IRRBB and liquidity risk of the balance sheet (e.g. deposits segmentation and concentration). Highlight to management the areas of risk and weaknesses.  
• To research, develop, review and refine behavioural models and assumptions for LCR, NSFR, IRRBB, Stress Test and ICAAP.
• Review and update market risk policies and procedures manuals.
• Act as a source of independent technical knowledge for the Group on matters pertaining to market risk policies and market risk analytics.
• Provide relevant and timely information to facilitate audit exercise/investigations conducted by Group Internal Audit, external audit, Group Compliance and BNM.

Job Requirements

• Possess a degree in Finance, Economics, Mathematics, Actuarial Science or other relevant fields.
• Minimum 5 years working experience in ALM and liquidity risk management with good experience in risk analytics.
• Excellent oral and written communication skills in English with strong presentation skills.
• Independent, self-motivated, resourceful and excellent interpersonal skills.
• Strong team leadership, managerial and facilitation skills.