Citibank Berhad KL Country Market Risk Senior Manager
- Employer
- Citibank Berhad
- Location
- Kuala Lumpur, Malaysia
- Salary
- Competitive
- Closing date
- Jan 18, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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- Primary Location: Malaysia,Wilayah Persekutuan,Kuala Lumpur
- Education: Bachelor's Degree
- Job Function: Risk Management
- Schedule: Full-time
- Shift: Day Job
- Employee Status: Regular
- Travel Time: Yes, 10 % of the Time
- Job ID: 18075289
Description
- Market risk management oversight for all ICG and GCB trading activities and accrual portfolio conducted in Malaysia as well as involvement in other regional risk initiatives
- Active involvement in the new product approval and model validation process
- Liquidity risk management of all legal vehicles
- Review and approve an appropriate market risk limit framework for risk-taking units and monitor compliance with established market risk limits/triggers
- Overseeing and ensuring the integrity of the risk monitoring process
- Frequent interaction with Finance Division in relation to price verification, pricing and market value adjustments, as well as regulatory reports
- Interacting with regulators, auditors and other market professionals on market risk management related matters
- Ensure proper implementation of all market risk and liquidity risk related policies, both corporate and regulatory
- Reviewing calculation methodology for VaR results for reasonableness, consistency and completeness
- Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level
- Review and analyse all exposures and prepare reports for senior management, local LVMC, Country Risk Forum and ALCO
- Participation in fixed income commitment (underwriting) committee and New Product Approval Committee, as required
Qualifications
- Bachelor's degree in quantitative or financial discipline. Postgraduate degree is preferred. Additional professional qualifications, such as CFA will be an advantage
- Highly experienced in Market Risk and/or Treasury
- Sound judgment on risk and strong environmental awareness
- Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
- Ability to multitask to tight deadlines
- Good attention to details and strong analytical skills
- Ability to identify issues, take initiative and operate with limited supervision
- Ability to work well as part of a team, and deliver a common objective with cross function team sets
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