Team Lead, Market Risk (Traded)
- Responsible for accurate and timely preparation of management dashboards.
- Perform annual review and alignment of risk policies.
- Perform back-testing and stress-testing on the bank's market risk exposures and assess its results. Troubleshoot any observed irregularities from the risk system.
- Implement stress testing program to comply with regulatory & internal requirements.
- Conduct VaR analysis and provide proxies on new bonds and stocks for VaR computations
- Evaluate new product or product variation proposals and ensure the relevant market risk concerns are fully addressed before signing off product approval & product launch.
- Attend to market risk related queries or issues on market risk measurement/modeling from internal & external that may arise from time to time.
- 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.
- Identify & initiate development/refinement of market risk information, measurement, assumptions, data mining tools & risk analysis for assessment at granular levels.
- Identify gaps/weaknesses in market risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
- Participate in system projects, audit exercises, process changes and initiatives of MRM.
- Preferably 3 Years experience in risk management field.
- Degree in Finance, Mathematics, Banking, Economics or related fields.
- Additional professional qualifications such as CFA or FRM will be advantage.
- Working knowledge of Market Risk/Product Control processes, Basel II Capital Accord, and related Bank Negara Malaysia (BNM) regulatory requirements on Market Risk Internal Models Approach. Experience in regulatory and senior management liaison will be advantage.
- Strong knowledge Treasury products across asset classes.
- Strong numerical analysis techniques for pricing & risk measurements of derivatives.
- 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.
- Familiar with front office systems (Murex) is an advantage.
- Strong people skill and excellent team player.
- Excellent planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
- Good spoken and written English with policy/report writing skills.