Responsibilities:
a. Responsible for the preparation of various risk reports and monitor the adherence to the various market and liquidity risk operating and regulatory limits
(i) Review and highlight any high utilization;
(ii) Analyse and identify emerging/potential risks and propose the mitigation plan; and
(iii) Prompt escalation for any breaches and non-compliance and ensure all breaches are followed through and resolved.
b. Responsible for the preparation of material and risk report for various committees including ALCO and Management meetings according to the timeline given
c. Responsible for performing relevant stress testing and present the results at various committees.
d. Responsible for reviewing Global Markets Trade Surveillance and Conduct Risk items and submit Conduct Risk dashboard to management.
e. Responsible for providing guidance to the stakeholders to ensure effective management of the market and liquidity risk.
f. Responsible for ensuring all approved policies and procedures are in place and to ensure any changes are implemented promptly.
Requirements:
- Bachelor's Degree in Mathematics, Financial Engineering, Accounting, Economics or Statistics
- Preferably with at least 3 years experience in a financial institution in market risk/related areas such as middle office or in a dealing capacity
- Experience on MUREX would be highly valuable
- FRM/PRMIA would be highly valuable
- Experience in other risk areas including but not limited to environmental risk and credit risk will be an added advantage
