Head, Group Market Risk Policies and Analytics
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