Location
kuala lumpur
Job Type
Full-time
Posted
July 05, 2026
Job Description
- Reviews Funds Transfer Pricing methodology, curves, treatment and incentives.
- Institutes changes required in the Funds Transfer Pricing system and updates for new products.
- Performs analysis on funds transfer pricing, liquidity and funding metrics including that on net stable funding ratio and non-traded interest rate risk.
- Monitors key liquidity ratios on daily basis; performs forecasting to drive discussion on initiatives across business segments to ensure ratios operate within thresholds and limits.
- Prepares reports and information for discussion at the Group Assets and Liabilities Committee, and sub-ALCO liquidity working group.
- Undertakes initiatives related to liquidity management, including:
- Review and revision of framework documentations including that on funds transfer pricing, liquidity premium, non-traded rate risk in banking book, structural hedging, base rate;
- Formulation of annual funding and liquid...
Ready to Apply?
Submit your application for Senior Manager, Liquidity and Balance Sheet Management at AmBank Group
Apply Now