Manager, Business Risk Solutions - Alliance Bank

About Alliance Bank Malaysia Berhad

Alliance Bank Malaysia Berhad and its subsidiary, Alliance Islamic Bank Berhad, offers banking and financial solutions through its Consumer, SME, Commercial, Corporate and Islamic Banking. The Bank provides easy access to its broad base of customers throughout the country via multi-pronged delivery channels that include retail branches, Privilege Banking Centres, Business Centres, Investment Bank branches, and mobile and Internet banking.

We are currently seeking a committed and enthusiastic individual for our Business Risk Solutions (BRS) unit under Group Market Risk department as a Senior Executive/Manager, Business Risk Solutions.

The Role

• To deliver market risk management solutions which include design, build/configure/enhance and test the system to produce reports/information for market risk management.
• Provide data driven analytics / solutions in mitigating Market Risk and Balance Sheet optimisation.
• Contribute to development of Market Risk frameworks and policies and provide considerations from system (Murex & Kamakura Risk Manager) perspective.
• Data management and governance, inclusive of
• Data sourcing, i.e. identification of data requirements and availability
• Data levelling to ensure consistency with bank-wide financial data
• Data gap analysis to identify, understand the root causes, develop & execute an action plan, and continuously review & refine the process.

1. Plan, manage, build and implement the development of agreed changes/enhancements for risk management system (e.g. Murex, BPAM, Bloomberg, KRM-ALM) that follow best practices and consider market risk trends which cover the following
2. - Trading Risk and Trade Surveillance

• Liquidity Risk and Interest Rate Risk in Banking Book

1. To provide automated solutions for report preparation; primarily utilizing the Kamakura Risk Manager (KRM) ALM System, supporting:

• Group Risk Management
• Group Financial Markets
• Group Finance

1. Escalate and follow-up on system support issues / inquiries with system vendors.
2. Responsible in Market Risk data management which includes data architecture, data quality management, data transformation and documentation.
3. To support and participate in Business Continuity Management (BCM) and Disaster Recovery (DR) activities which include Business Impact Analysis (BIA), System Impact Analysis (SIA), Business Continuity Plans (BCP) and Disaster Recovery Plans (DRP) test/exercise.
4. To conduct investigation of any error and exceptions in the system.

Job Requirements

• Strong analytical and problem-solving skills with aptitude for logic.
• Effective communication skills, both written and oral.
• Good interpersonal skills.
• Resourceful and adaptable in a changing environment.
• Good planning and project management skills to meet objectives within stipulated deadlines.
• Attention to detail and ability to work independently.
• Strong analytical and written skills with the ability to translate business requirements from end users to technical requirements.
• Proficiency in SQL with strong understanding of database design.
• Strong understanding of machine learning algorithms, data structures, and statistical methods.
• Proficiency in Microsoft Excel, including advanced functions and features.

• Exposure to trading desks, electronic trading market and securities industry.
• Familiarity with market data and due diligence vendors (Bloomberg, Reuters, etc.)
• Knowledge of general banking functions, operation, products and services.
• Knowledge of regulatory requirements and compliance standards.
• Basic understanding of ALM and liquidity principles / techniques.
• Familiarity with market/liquidity risk management software and tools is preferred.
• Knowledge of data pipelines, ETL processes, and machine learning concepts.

• Bachelor’s degree in Banking and Finance, Business Analytics, Computer Science, or a related field.
• For experienced professionals, at least 2 years’ experience in banking and financial industry, with exposure to risk management / treasury / accounting is preferred.
• For Fresh Graduate, some exposure in banking risk management / treasury / accounting is preferred.