To deliver Asset Liability Management (ALM) risk management solutions and as the internal expert to design, build and test ALM systems to produce reports for daily liquidity risk management , BNM Basel III LCR NSFR and Interest Rate Risk in Banking Book (IRRBB).
To provide first level internal support to ALM Liquidity and IRRBB team on daily BAU & adhoc query/request arising from internal / external auditors(incl. BNM) related to report , data and system.
The job requires strong coordination to build the bridge between ALM stakeholders among M.I.ST. and oversea branches, IT and Vendor to bring in the right and quality data into ALM system.
As a Data Steward, enables the data management functions such as the Data Management & MIS survey , documentation includes system SOP, data mapping & management SOP, business configuration; data cleansing & define business profiling rules with Group Data & respective BU.
Job Responsibilities
Plan, manage and implement the development of agreed applications, changes/improvements that are best practises and consider ALM trends.
To govern risk data principles, policy and standards – defined by Group DG, BNM Data Management Guidelines and BCBS239.
Responsible in supervision of the ALM data management which includes data architecture, data quality management, data transformation and documentation.
Reinforce the importance of data integrity to facilitate data mining, analysis and reporting.
Support data analytics of Risk ALM with the objective of improving the effectiveness of risk management and data governance process.
To strengthen ALM documentation in regards to Data Management Policy & Procedure.
To lead, plan, manage and report on all aspects of User Acceptance Testing in line with testing standards and processes including; Capture and planning of UAT preparation and test activities.
Responsible for planning and overseeing projects to ensure they are completed in a timely fashion
Have a good grasp of ALM management reporting & BNM Basel III reporting, right from the business assumptions, data architecture, as well as the Focus system for report generation.
To support and responsible for data accuracy of BAU-Group ALM Reporting (Liquidity Gap, Stress Testing, Basel III LCR/NSFR, IRRBB) and proactively manage the data / system report issues, highlight and escalate when necessary.
Require to work with IT/vendor for immediate response of production system / report issues, constantly maintain system stability to meet ALM Reporting SLA Vendor and to provide remedy in solving the issues.
Work closely with ALM Data Domain to establish the supported workflows, Policy & Process, and SOP document related to data area in managing business data; and to bring in quality data to ALM reporting system.
Constantly maintain up to date ALM Ambit Focus system data management documents such as ALM business assumptions, data dictionary, data mapping rules, ETL transformation logic and historical data requirement etc.
Responsible for the prompt, courteous and efficient management of all data management request to ALM, including ad-hoc data analysis requests.
Participate in the architecture and design of ALM system while providing technical suggestion for the ALM batch flow, ETL mapping with design and development standards.
Enhance ALM Data Mart including data sourcing and data collection to support ALM reports requirement, ALM visualisation (Tableau Dashboard) and machine learning.
Support ALM project management activities from planning, organizing, functional design, testing, deployment until operationalized process as BAU.
Ensure vendor project deliverables are within scope, timeline and budget.
Lead and responsible for the ALM BAU issue logs management and ensure the timely fixing/deployment of the issue to PRODUCTION accordingly to the severity and priority of the issues. Data Steward
To establish and perform annual review of SOP related to data areas such as Data Classification and Data Labelling (DCDL), Document Storage, Data Retention Period, MCIPD – Management of Customer Information and Permitted and Access Matrix.
To cultivate and provide data management and data governance awareness to the team.
Capture and document information for critical data comprising of Data Standards set, its definition, business glossary (BG) for critical data element (CDE) and its related rules. (Group Data initiative – ALM domain business metadata)
Involve on data related projects initiated by Domains / Group Data.
To perform annual survey on Data Management (DM) and Management Information System (MIS).
To perform annual review of ALM Data Classification and Data Labelling.
Maintain continuous dialogue with internal customers, business partners and stakeholders for all applications changes/improvements to ensure that that we achieve our results
Ensure relationships are forward looking, highly collaborative and productive.
Introduce, promote and constantly evolve a culture which adopts the best practices for ALM solutions in the region with the highest standards of quality and integrity. Employee Engagement & Development
Contribute to an environment which empowers and motivates employees.
Coaching and conduct knowledge sharing session within ALM CoE(M.I.S.T country). Audit & Regulatory Compliance
Ensure ALM systems are compliance with regulatory requirements, GCAD and external auditors.
As an alternate ALM DCC, to assist DCC in execution of ALM BIA/BCP/DRP/SCCA.
Job Requirements
Degree/Masters/PhD degree in business, IT or engineering
Minimum 10 years of experience in Financial Institution, preferably in the areas of interest rate and liquidity risk / Risk Management / MIS department.
Strong hands-on prior experience implementing and working with ALM application at a professional level
Successfully implemented Basel III Liquidity and ALM projects
Experience in data management lifecycle components including source data analysis, ETL, data mapping and data analysis with large volume of transaction.
Proven experience in managing and executing data management initiatives along with project management/process support to technical teams.
Experience as developer and working in IT firms / FIs
Experience in IT projects such as infrastructure development and solution architecture, including database, SQL server, etc.
Experience in using advanced analytics techniques with the ability to form hypothesis and draw business insights.
Good exposure in BCBS 239
Professional level understanding of ALM systems especially Ambit Focus ALM application
Strong analytical and problem solving skills. Strong verbal and written communication skills, with an ability to express complex technical concepts into comprehensible business terminology
Strong organizational and planning skills and process orientation.
Commitment to excellence in service, performance, and execution.
Ability to adapt quickly in a rapid changing environment while effectively managing multiple projects and priorities simultaneously as well as produce high quality end to end solutions for complex data problems.
Action oriented and not afraid of failure in achieving results.
Collaborative partner – ability to communicate effectively, clearly and concisely at all levels (both internally and externally). Good presentation skills.
Ability to manage relationships across different entities and regions.
Contribute to an environment that values, supports and rewards collaborative efforts and provide high level support as required.
Contribute to a respectful environment for employees to speak their mind, collaborate and work together as a team.
**Only shortlisted candidates will be notified
Expected salary:
Location: Malaysia
Job date: Wed, 15 Jan 2025 04:56:13 GMT
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