Market Risk Analyst

Job Description

What is the opportunity?

The Market Risk team serves as the second line of defence, responsible for monitoring, analysing and reporting on market risk arising from business activities in Europe and North America regions.

This newly created position will play a key role in market risk oversight activities including annual market risk limit reviews and ongoing monitoring, and producing market risk reconciliation across trading desks such as fixed income, rates, foreign exchange, equities and credit.

This role provides an excellent opportunity to gain hands-on exposure to diverse trading products, deepen expertise in market risk systems and controls, and contribute to critical risk management decisions for a global organization.

Standard working hours are from 9am to 6pm (MYT). Occasional night or early morning calls may be required to coordinate with stakeholders in Europe and North America regions.  

What will you do?

• Provide effective oversight of market risk exposures, including preparation of market risk reporting, monitoring of risk limits and timely identification of potential breaches for further investigation, documentation and resolution.
• Perform reconciliation of market risk exposure between the local system and enterprise system to ensure accuracy, consistency and completeness of reported risk figures. Investigate, escalate and resolve discrepancies in a timely manner.
• Conduct annual market risk limit reviews to ensure limits remain appropriate and aligned with risk appetite.
• Gain in-depth knowledge of risk data pipeline, including how exposures are calculated, processed and reported across system.
• Collaborate with stakeholders to execute UAT and control testing, ensuring system changes are properly tested and meet operational and risk management standards.
• Communicate market risk exposures and analysis to stakeholders, providing insights and recommendation for informed decision-making.

What do you need to succeed?

Must-have

• Undergraduate degree with emphasis in Actuarial Science, Mathematics, Statistics, Economics, Finance, Risk Management or a quantitative discipline.
• At least 2 years of relevant experience in risk reporting, preferably in or relevant to Market Risk in financial service industry.
• Proficiency in Python, SQL, Github, Tableau and database, with ability to apply these tools effectively in practical scenarios.
• Keen interest in global financial markets and trading products, with demonstrated curiosity and a willingness to learn and apply new concepts.
• Strong verbal and written communication skills in English for risk assessments presentation and discussion with stakeholders.
• Strong analytical and critical thinking skills with attention to details.
• Strong problem-solving skills with collaborative mindset.
• Proactive and results-driven, with the ability to take charge, set clear objectives and deliver measurable outcomes.

Nice-to-have

• Professional qualification such as CFA, FRM, etc.
• Risk Management experience in a global bank
• Industry knowledge and experience to fixed income, rates, foreign exchange, equities and credit.

Job Skills

Economic Analysis, Financial Risk Management (FRM), Group Problem Solving, Investment Management Systems, Investment Risk Management, Quantitative Methods, Risk Analysis Management, Risk Control, Risk Management, System Applications

Additional Job Details

Address:

PERSIARAN IRC 2, IOI RESORT CITY IOI CITY TOWER ONE:PUTRAJAYA

City:

Putrajaya

Country:

Malaysia

Work hours/week:

Employment Type:

Full time

Platform:

GROUP RISK MANAGEMENT

Job Type:

Regular

Pay Type:

Posted Date:

Application Deadline:

Note: Applications will be accepted until 11:59 PM on the day prior to the application deadline date above

Inclusion and Equal Opportunity Employment

At RBC, we believe an inclusive workplace that has diverse perspectives is core to our continued growth as one of the largest and most successful banks in the world. Maintaining a workplace where our employees feel supported to perform at their best, effectively collaborate, drive innovation, and grow professionally helps to bring our Purpose to life and create value for our clients and communities. RBC strives to deliver this through policies and programs intended to foster a workplace based on respect, belonging and opportunity for all.

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