Risk Analyst - Market Risk Analytics (Traded)
- Employer
- OCBC Bank (Malaysia) Berhad
- Location
- Kuala Lumpur, Malaysia
- Salary
- Competitive
- Closing date
- Apr 23, 2019
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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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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