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.
Top Skills
What We Do
We are a multinational regional financial services provider that is committed to deliver complete solutions to our clients through differentiated segment offerings and an ecosystem that supports simple, fast and seamless customer experience, underpinned by cohesive and inspired workforce and relationship built with stakeholders Headquartered and listed in Malaysia, RHB Banking Group is the longest established local bank, formed though the mergers of several banks, the oldest of which was founded in 1913. RHB Banking Group and its subsidiaries provide a full range of services ranging from retail banking, business banking, corporate and investment banking, Islamic banking, transaction banking to treasury, insurance, asset management, private equity and stockbroking services. TOGETHER WE PROGRESS Our strong heritage is the foundation of our commitment to continue serving the community. For over a 100 years, we have been helping people and businesses grow and succeed, and will continue to do so. Our experience gives us an in-depth understanding of the needs of our customers and partners, inspiring us to constantly innovate and improve to serve them better. With their unending support, we have established ourselves with a strong footprint throughout Malaysia and we are now present in 9 other countries across the ASEAN region. We hope our legacy and pursuit for excellence continues as we tirelessly cultivate and nurture the next generation through our actions and words, preparing a brighter future ahead. We thank those who believe in us and welcome everyone to join us on our exciting journey of progress. The time has come for us to move forward in unison, to realise our greater potential together. Our new brand promise "Together We Progress” honours our past, celebrates the present and welcomes the future. We invite you to join us as we work towards a better and brighter future for all.
