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Head, Group Market Risk Policies and Analytics

  • Full Time, onsite
  • RHB Banking Group
  • Wilayah Persekutuan Kuala Lumpur, Malaysia
Salary undisclosed

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Key Responsibilities :

  • Enhancement on Market Risk Overarching Concepts and Holistic view of Risk in Totality
  • Provide independent assurance to senior management of the integrity and compliance to regulatory standards on valuation processes and models.
  • Facilitate in the business development of SBU to correspond to the risk appetite of the bank including preparation of risk assessments
  • Knowledge on Internal Model Approach (IMA), including risk model selection and fine-tuning exposures
  • Guide/Train the team to knowledge base with regards to risk system and financial product pricing to be at par with market standards
  • Assist in market risk’s initiatives on system implementations and project management
  • Development of Market Risk Stress testing framework covering structure, type, approaches and design covering correlations and impacts.
  • Explore and research into the usage of financial analytics and various tools available in the Treasury and Risk Management systems

o measurement of aggregated and diversified market risk exposures

o optimization of capital allocation for market risk

Requirements :

  • Degree Holder, preference for professional qualification (Statistics, Mathematics, Actuarial Science)
  • Minimum of 7 years of experience in Market Risk Management at supervisory level at an established financial services institution
  • Ability to work independently
  • Well versed with rules & regulations of BNM
  • In depth knowledge of various quantitative market risk management approaches and their application within the context of a holistic risk management framework
  • Understand the Group’s strategic objectives, business model and trading landscape
  • Excellent interpersonal and analytical skills
  • Treasury product knowledge
  • Derivatives pricing knowledge
  • Nurturing and coaching of team

Key Responsibilities :

  • Enhancement on Market Risk Overarching Concepts and Holistic view of Risk in Totality
  • Provide independent assurance to senior management of the integrity and compliance to regulatory standards on valuation processes and models.
  • Facilitate in the business development of SBU to correspond to the risk appetite of the bank including preparation of risk assessments
  • Knowledge on Internal Model Approach (IMA), including risk model selection and fine-tuning exposures
  • Guide/Train the team to knowledge base with regards to risk system and financial product pricing to be at par with market standards
  • Assist in market risk’s initiatives on system implementations and project management
  • Development of Market Risk Stress testing framework covering structure, type, approaches and design covering correlations and impacts.
  • Explore and research into the usage of financial analytics and various tools available in the Treasury and Risk Management systems

o measurement of aggregated and diversified market risk exposures

o optimization of capital allocation for market risk

Requirements :

  • Degree Holder, preference for professional qualification (Statistics, Mathematics, Actuarial Science)
  • Minimum of 7 years of experience in Market Risk Management at supervisory level at an established financial services institution
  • Ability to work independently
  • Well versed with rules & regulations of BNM
  • In depth knowledge of various quantitative market risk management approaches and their application within the context of a holistic risk management framework
  • Understand the Group’s strategic objectives, business model and trading landscape
  • Excellent interpersonal and analytical skills
  • Treasury product knowledge
  • Derivatives pricing knowledge
  • Nurturing and coaching of team