Job Description
Create your future with Affin! You too can make a difference.
Join us at AFFIN, where open minds meet and you can 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.
Position Objective
- To identify, measure, manage and report IRRBB and liquidity risk of the balance sheet (e.g., deposits segmentation and concentration).
- Highlight to Group Assets and Liabilities Committee (GALCO) and Group Board Risk Management Committee (GBRMC) the areas of risk and weaknesses.
Key Responsibilities
- Develop, review, and refine market risk policies.
- Market risk policies include but are not limited to: Market Risk Management Framework and Policy, Liquidity Risk Management Framework and Policy, Contingency Funding Plan.
- Research, develop, review and refine behavioural risk models and assumptions for LCR, NSFR, IRRBB, St...