Market Risk Analyst
Role Description
This is a full-time on-site role for an Exec/Senior Market Risk professional located in WP Kuala Lumpur. The role involves assisting in managing the Bank’s risk-taking activities through establishing relevant risk management policies and guidelines, imposing appropriate limits to confine the Bank risk exposure within an acceptable level and developing appropriate risk measurement models to quantify risk exposures with an objective to ensure that the Bank has sufficient capital to support its high-risk profile as a result of accommodating its mandated role as a development bank.
Risk Management Policies and Guidelines
Assist and maintain the Bank risk management policies, guidelines, and procedures.
Assist the review of risk management policies and guidelines periodically. Suggest and carry out changes to the documents as and when required.
Risk Limits
Assist the development of risk limits in confining the Bank’s risk-taking activities within an acceptable level approved by the Board of Directors.
Assist the review of risk limits periodically. Suggest and carry out changes to the limits as and when required.
Risk Measurement Methodologies
Participate in the development and implementation of MFRS9 models to measure appropriate risk taken by the bank.
Participate in the development and implementation of risk models to measure appropriate risk taken by the bank.
Assist the tracking of the effectiveness of the risk models through frequent monitoring, including in the periodical back-testing, stress-testing, and scenario-testing for risk models.
Assist the collection of internal data over a period of time as part of the risk quantification process.
Qualifications
Risk Management, Financial Analysis, and Market Research skills
Experience in assessing and managing market risks
Knowledge of regulatory requirements and compliance
Strong analytical and problem-solving skills
Excellent communication and presentation skills
Bachelor's or master's degree in finance, Actuarial, or related field
Role Description
This is a full-time on-site role for an Exec/Senior Market Risk professional located in WP Kuala Lumpur. The role involves assisting in managing the Bank’s risk-taking activities through establishing relevant risk management policies and guidelines, imposing appropriate limits to confine the Bank risk exposure within an acceptable level and developing appropriate risk measurement models to quantify risk exposures with an objective to ensure that the Bank has sufficient capital to support its high-risk profile as a result of accommodating its mandated role as a development bank.
Risk Management Policies and Guidelines
Assist and maintain the Bank risk management policies, guidelines, and procedures.
Assist the review of risk management policies and guidelines periodically. Suggest and carry out changes to the documents as and when required.
Risk Limits
Assist the development of risk limits in confining the Bank’s risk-taking activities within an acceptable level approved by the Board of Directors.
Assist the review of risk limits periodically. Suggest and carry out changes to the limits as and when required.
Risk Measurement Methodologies
Participate in the development and implementation of MFRS9 models to measure appropriate risk taken by the bank.
Participate in the development and implementation of risk models to measure appropriate risk taken by the bank.
Assist the tracking of the effectiveness of the risk models through frequent monitoring, including in the periodical back-testing, stress-testing, and scenario-testing for risk models.
Assist the collection of internal data over a period of time as part of the risk quantification process.
Qualifications
Risk Management, Financial Analysis, and Market Research skills
Experience in assessing and managing market risks
Knowledge of regulatory requirements and compliance
Strong analytical and problem-solving skills
Excellent communication and presentation skills
Bachelor's or master's degree in finance, Actuarial, or related field