About The Role We are looking for a highly analytical and detail-oriented Senior ALM Risk Analyst to join our team at RHB Bank. In this role, you will be responsible for monitoring, assessing, and reporting balance sheet risk: including interest rate risk in the banking book (IRRBB) and liquidity risk across RHB Banking Group and its regional branches and subsidiaries. You will play a key role in strengthening the bank's Asset & Liability Management (ALM) framework, supporting governance committees, and ensuring robust risk measurement and compliance with internal and regulatory standards. What You Will Be Doing Asset & Liability Management ('ALM') Portfolio 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. Update, monitor behavioral models /assumptions applied in risk reports Analyze of assets and liabilities mismatches and risk exposures and propose action plan, where applicable. Prepare risk reports, analyze and provide commentaries in meeting pack. Provide support or participate in ALM system related projects. Provide ALM risk assessment on new products/products with variation. Advise/guide Regional Offices on guidelines interpretation, review policy & methodology documents. Support GALCO, GCRC, GRMC, IRMC, BRC, BOD with respect to all liquidity risk management reporting & benchmarking of RHB Banking Group and respective entity Risk Governance Develop, maintain & review ALM risk management related framework/policy/methodologies/ guidelines documents and operational manuals for good risk governance and effective control Review & comment on framework/policy/methodologies/guidelines documents to ensure consistent application of risk governance for Head Office and Regional Operations. Supervise & advise Regional Offices on internal and regulatory guidelines, to ensure alignment with HQ (if warrant) and consistency in risk measurement and management. Establish and/or review operational manual documents relating to risk governance and method Ensure compliance and completion of identified internal/external audit findings for better governance and efficiency. What We're Looking For Strong analytical and problem-solving abilities with a solid understanding of ALM, liquidity risk, or IRRBB. Experience in risk reporting, regulatory requirements, and balance sheet analysis. Ability to interpret and apply risk governance frameworks and methodologies. Strong communication skills with the ability to work effectively with regional and cross-functional teams. Attention to detail, strong documentation skills, and the ability to meet tight reporting timelines. What We Offer At RHB Banking Group, we foster a collaborative and inclusive work environment that empowers employees to reach their full potential. We offer competitive remuneration, professional development opportunities, and a supportive culture that encourages growth and excellence.
