Market Risk Specialist
1 week ago
Duties:
- Ensure that sound Market Risk management is in place.
- Ensure Parent Bank and BNM requirements in relation to traded and non-traded market risk are adhered at all times.
- Assisting the Unit Head and the team on monitoring and reporting Market Risk matters to ensure its within the allowed limit or trigger points.
- Managing the production, maintenance and analyse periodic reports and tasks related to market risk e.g. traded FX Limits, Interest Rate Risk in the Banking Book (IRRBB) reporting.
- Support Unit Head to identify, recommend and develop Robotic Process Automation (RPA) and system enhancement for continuous improvement to streamline processes, increase efficiency and effectiveness within the team.
- Keep abreast with any new developments on BNM (guidelines, circular) and the latest market news on foreign currencies, industry practises and industry related news.
- Review, manage and maintain the policies, procedures and methodology related to market risk management.
- Assist Unit Head or HOD in managing regulator and internal/external audit on market risk matters.
- Involve in the Asset and Liability Management related analysis, reporting and enhancement.
Requirement
- Degree in Economics, Finance, Banking, Statistics, Actuarial Science, Mathematics or equivalent.
- At least 4 years’ experience in Market Risk management
- Sound numerical and analytical skill.
- Good in communication in both written and verbal, report writing and preparation as well as organizational skills. Good skill in Microsoft Excel.
**Job Type**: Permanent
Pay: RM7,000.00 - RM10,000.00 per month
Schedule:
- Monday to Friday
Application Question(s):
- Notice Period
**Experience**:
- Market Risk: 4 years (required)
- Banking/Financial domain: 3 years (required)
Work Location: In person
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