Senior Manager, Market Risk

AEON Bank WP. Kuala Lumpur, Federal Territory of Kuala Lumpur, Malaysia

Senior Manager, Market Risk

Responsible for managing the market risk, liquidity risk and rate of return risk in the banking book (RORBB) of the Digital Bank. This includes developing and implementing policies and procedures, designing risk measurements, monitoring risk metrics and preparing risk reports for Management, Board and regulatory submission.

Job Responsibilities

• Day to day 2nd Line responsibility for overseeing, reviewing and maintaining appropriate risk appetite for liquidity, funding and market risks.
• Developing and implementing Financial Risk Management Policies and Procedures including the design and review of risk strategy, controls and models for market and liquidity risk.
• Assist in preparing the market risk, liquidity risk and rate of return in banking book (RORBB) policies and procedures.
• Propose and monitor the market risk, liquidity risk and RORBB risk appetite and Management Action Trigger (MAT).
• Conduct liquidity risk stress testing periodically and ensure the Bank has sufficient liquidity in a stressed period.
• Monitor the Liquidity Crisis Trigger and formulate the liquidity contingency funding plan.
• Conduct RORBB risk measurement as part of ICAAP exercise.
• Liaise with Treasury and key business stakeholders on market risk, liquidity risk and RORBB risk process and system development / enhancement including risk data mart and system infrastructure.
• Prepare the ALM risk report for Management and all ALM-related reports for regulatory submission.
• Independently review the new product from an ALM risk management perspective.
• Keep well abreast on the external interest rate environment and assess the impact on the Bank.

Job Requirements

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