Executive - Risk Management
1 week ago
If you are looking to excel and make a difference, take a closer look at us
- Responsible for independent monitoring key risk and check compliance with both internal polices/procedures as well as regulatory guidelines, as well as take prompt action to address non-compliance. Ensure timeliness on market risk reporting of market risk to stakeholders and management on periodic basis.
- Carry out backtesting on VaR model in MUREX and continuous enhancement of VaR for risk measurement, reporting and regulatory purposes. Any model shortcomings identified/reasons determined for the exceptions and results to be tabled to the Chief Risk Officer.
- Perform independent validation of models used in the pricing and risk measurement of Treasury instruments for Global Markets.
- Perform stress test and reverse stress test on market risk to measure loss vulnerability of Global Markets portfolios under stressed market conditions.
- About Hong Leong Bank_
- We are a leading financial institution in Malaysia backed by a century of entrepreneurial heritage. Providing comprehensive financial services guided by a Digital-at-the-Core ethos has earned us industry recognition and accolades for our innovative approach in making banking simpler and more effortless for our customers. Our digital and physical offerings span across a vast nationwide network in Malaysia, strengthened with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China._
- We seek to strike a balance between diversity, inclusion and merit to achieve our _
- mission of infusing diversity in thinking and skillsets into our organisation._
- are assessed based on merit and potential, in line with our mission to attract and recruit the best talent available. _
- Expanding on our “Digital at the Core” ethos, we are progressively digitising the employee journey and experience to provide a strong foundation for our people to drive life-long learning, achieve their career aspirations and grow talent from within our organisation._
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