JOB RESPONSIBILITIES:
Ensure robust Market Risk management practices are consistently implemented.
Assist the Unit Head in identifying, proposing, and developing Robotic Process Automation (RPA) solutions and system enhancements to improve team efficiency and streamline workflows.
Oversee the preparation, updating, and analysis of regular market risk reports, including traded FX limits and Interest Rate Risk in the Banking Book (IRRBB).
Participate in analysis, reporting, and improvement initiatives related to Asset and Liability Management (ALM).
Comply with all market risk requirements set by Bank Negara Malaysia (BNM), for traded and non-traded risks.
Support the Unit Head and team in monitoring and reporting market risk exposures
Stay informed on BNM updates (guidelines, circulars), foreign exchange market developments, industry practices, and relevant financial news.
Review and maintain market risk management policies, procedures, and methodologies to ensure they remain current and effective.
Support the Unit Head or Head of Department in managing regulatory reviews and internal/external audits related to market risk.
Monitor and evaluate the bank’s Market Risk Conduct Assessment.
Contribute to the development of market stress tests, including Economic Value of Equity (EVE) and Earnings at Risk (EAR) scenarios
Perform additional duties as assigned by the Head of Risk Management Department (RMD) or Management to support a productive and effective work environment.
JOB REQUIREMENTS:
Possess Bachelor degree in finance/ banking/ statistic/ economics or any relevant field
Prefer minimum 4 years of experience in market risk management
Detail oriented, good analytical skills
Good communication and writing skills
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