Market & Liquidity Risk Manager

4 days ago


Petaling Jaya, Selangor, Malaysia MBSB Bank Berhad Full time

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Job Purpose:

  • The role is primarily responsible for ensuring that non-traded and liquidity risk exposures are effectively managed in accordance with approved policies and procedures.
  • The position focuses on managing these risks across MBSB Group and MBSB Bank Berhad (MBSB Bank) through regular monitoring, assessment, and analysis, while also supporting other risk management areas, namely market risk and the risk middle office function, as secondary responsibilities.

Job Description:

  • Assist in the close monitoring of non-traded and liquidity risks against the approved relevant risk appetite of MBSB Group and/or MBSB Bank.
  • Assist in the preparation of the periodic non-traded liquidity risk reports on a timely basis to the Senior Management, Management-level Committees, Board-level Committees and the Board of Directors, and regulatory authorities such as Bank Negara Malaysia.
  • Assist in addressing issues related to non-traded and liquidity risk management in a timely manner, ensuring proactive risk mitigation.
  • Assist in the regular review and update of non-traded and liquidity risk-related policies and procedures, ensuring they align with evolving regulatory requirements and business needs.
  • Assist to ensure non-traded and liquidity risk management framework is compliant with regulatory guidelines and best practices.
  • Assist in conducting liquidity stress tests and scenario analysis to assess MBSB Group and/or MBSB Bank's resilience in adverse conditions.
  • Assist in the review of MBSB Group and/or MBSB Bank's Contingency Funding Plan (CFP), ensuring readiness for liquidity disruptions.
  • Assist in ensuring that the Internal Capital Adequacy Assessment Process is conducted and managed effectively, focusing on non-traded and liquidity risk aspects to ensure capital is appropriately managed.
  • Support the development of non-traded and liquidity stress test parameters based on scenarios, assumptions, and risk factors relevant to both non-traded and liquidity risks.
  • Support the monitoring and reporting of market risk exposures as per the approved risk appetite of MBSB Group and/or MBSB Bank.
  • Assist in ensuring compliance with market risk-related regulatory and/or internal requirements.
  • Assist to prepare, review, and comment on proposal papers for new and enhanced products, ensuring both risks are properly addressed.
  • Assist to review and update the relevant risk management disclosures in the MBSB Group and/or MBSB Bank annual reports.
  • Assist in risk middle office functions, namely counterparty limit monitoring & reporting, end-of-day market data update, off market rate monitoring, and voice recording verification.
  • Support the Section Head in achieving Divisional Strategies and Key Performance Indicators (KPIs).
  • Carry out ad-hoc assignments related as assigned to the Market & Liquidity Risk Department.

Requirements:

  • Degree in Accounting, Finance or other related fields.
  • PKMC, FRM, BRM certification or candidates will be an advantage.
  • Possess quantitative and analytical skills, but also creativity, technology acumen and industry knowledge.
  • Good problem-solving capabilities (solutions oriented) and motivated team player.
  • Ability to work independently and in fast-paced environment.
  • Possess an end-to-end process and control mindset.
  • Basic level experience in SQL and/or Business Intelligence Tool.
Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Banking

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