Senior / Market Risk (Asset Liability Management) Executive (Banking / Financial Institution)

Roles & Responsibilities

Responsibilities

• Support the HOD in preparing and reviewing Asset Liability Management reports and Liquidity Risk assessments for committee meetings.
• Assist in managing the Asset Liability Management system, including monthly data uploads, reconciliation from core banking systems, and updating system configurations for new financial products or interest rate benchmarks.
• Monitor interest rate and liquidity risk exposures to ensure alignment with internal policies, board-approved risk limits, and regulatory requirements.
• Perform scenario analysis and stress testing to evaluate the financial impact of changes in loan or deposit rates on the Company's balance sheet and liquidity position.
• Contribute to the annual review of market and liquidity risk frameworks, including behavioural assumptions for deposit rollovers, loan prepayments, and maturity gap analysis.
• Coordinate and support the execution of Contingency Funding Plans, including documentation updates and conducting annual simulation exercises.

Requirements:

• Degree or Diploma in Accounting, Finance, Risk Management, or a related field, with at least 2–3 years of experience in market or liquidity risk functions.
• Strong analytical skills with a good understanding of Asset Liability Management principles and liquidity risk concepts; familiarity with committee reporting is an advantage.
• Hands-on experience with Asset Liability Management systems is an advantage.
• Organized, self-motivated, and able to work independently with strong attention to detail.