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Jobs in Malaysia   »   Jobs in Kuala Lumpur   »   Sales / Marketing jobs   »   Analyst / Sr Analyst, Group Market Risk Policies and Analytics

Analyst / Sr Analyst, Group Market Risk Policies and Analytics

Kuala Lumpur
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Responsible for accurate and timely preparation of management dashboards.

Perform annual review and alignment of risk policies to Head office; incorporating local regulatory requirements.

Perform VaR analysis, back-testing and stress-testing on the bank’s market risk exposures and assess its results. Troubleshoot any observed irregularities from the Murex system.

Evaluate new product or product variation proposals and ensure the relevant market risk concerns are fully addressed before sign off on product approval & product launch.

Anticipate market risk events, identify market risk concentrations, perform market risk analysis & monitor limit utilizations. Escalate any market risk concerns to appropriate parties in a timely manner.

Responsible for UAT testing of new instruments, change in curves/methodologies as well as Murex 3 system upgrade project to ensure correct risk identifications, measurements and implementations.

Design the templates for capital charges computation under FRTB.

Participate in regulator requests, audit exercises, process changes and initiatives of MRM.

Qualifications

Preferably 3 years’ experience in market risk management field.

Degree in Finance, Mathematics, Banking, Engineering or related fields.

Additional professional qualifications such as CFA or FRM will be advantage.

Familiar with front office systems (Murex) is a strong advantage.

Strong knowledge Treasury products across asset classes.

Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.

Proficiency in MS Excel, MS Powerpoint, MS Word, Bloomberg and Reuters terminals. Knowledge in VBA is an advantage.

Excellent team player with good interpersonal, communication, presentation skills.

Good spoken and written English with policy/report writing skills.
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