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Assistant Manager, Market Risk

Job title: Assistant Manager, Market Risk
Location: Kuala Lumpur
Specialisation: Banking & Financial Services / Insurance
Salary: MYR 96,000 - 120,000 (Annual)
Reference: PR/159313
Job published: July 10, 2025 09:01
Work Arrangement: Hybrid

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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