Company Description Export-Import Bank of Malaysia Berhad (EXIM Bank) is a government-owned Development Financial Institution established on 29 August 1995. The bank delivers effective financing and takaful solutions for cross-border ventures, promoting reverse investment and export of strategic sectors. EXIM Bank facilitates the entry of Malaysian companies to new markets, especially non-traditional markets. As of 1 May 2025, EXIM Bank is a subsidiary of Bank Pembangunan Malaysia Berhad (BPMB), wholly owned by MOF Inc. Role Description This is a full-time on-site role for an AVP, Market Risk (Asset Liability Management) located in WP. Kuala Lumpur. Purpose to oversight and expertise in view of capital and liquidity management and deliver proactive management of all interest rate risk and foreign exchange exposures of the bank. To provide supervisory roles to ALM and Risk Analytic teams, and to develop/implement a robust balance sheet management, analytic tasks on risks/credit models, and to manage all policies/procedures/SOPs that fall under market risks' purview Risk Policies, Guidelines, Procedures (SOPs) and Reports Prepare, review and present periodic (as well as ad-hoc) reporting to MANCO, Boards & Regulators. Prepare and review departmental Policies, Guidelines and Procedures (SOPs) to align with the bank's best practices and internal requirements. 2.Risk Limits Assist the team in the monitoring mechanisms for the risk-taking activities, business performance and strategy, as well as measuring and controlling the exposures on interest rate risk, liquidity risk and forex risk. Conduct periodical review on the risk limits to be in line with the risk appetite and business strategy/direction of the Bank. Monitor the risk limits and provide reports to the respective internal authorities (CD and AAD) for any breach of limits, as well as recommendation/action of risk mitigation plan to be taken. 3.Risk Measurement Methodologies To assist in development and implementation of the appropriate risk models, or any appropriate risk systems, to measure the risk taken by the Bank. To ensure the system used as a platform for the Assets Liabilities Management and Market Risk, i.e., FIS Balance Sheet System is performing efficiently in terms of accuracy, timeliness and functionality that meet the standard in the industry. Develop and continuously review the relevance of the Risk-Based Pricing Model (RBPM) for Banking and Insurance (Credit Takaful) products. Develop liquidity risk management control functions, provide Interest Rate Risk in the Banking Book (IRRBB) framework and to formulate/review the policies/procedures as to meet up with regulatory requirements. 4.Risk Monitoring and Reporting Lead the team in comprehensive risk reports including the Bank's exposure for the Management Committees, Board Committees, and the Board of Directors. Analyse all treasury related products (especially in fixed income and financial derivatives) and to set up the respective functions in monitoring & controlling the limits set up in the treasury/risk systems. Conduct periodical analysis and stress testing on the Bank's liquidity and capital position, as per Basel and MFRS 9 requirements. Qualifications Minimum 8 years working experience in financial institutions (markets and enterprise risk management). Supervisory experience in managing a team of 2 (minimum) head count. Possess effective management and communication skills with external vendors and internal stakeholders. Excellent in automation of reporting preparation process using Excel, Visual Basic (VBA) or Macro programming. Show more Show less