Risk Management Department (Market Risk) - Assistant Manager
Mizuho Bank (Malaysia) BerhadKuala Lumpur, Malaysia
15 days ago
Job description
Requirement
Degree in Economics, Finance, Banking, Statistics, Actuarial Science, Mathematics or equivalent.
At least 4 years’ experience in Market Risk management
Sound numerical and analytical skill.
Good inmunication in both written and verbal, report writing and preparation as well as organizational skills.
Good skill in Microsoft Excel.
Job Description
Ensure that sound Market Risk management is in place.
Managing the production, maintenance and analyze periodic reports and tasks related to traded market risk traded FX Limits, Cross Currency / Interest Rate Derivatives, FX Loss Cut Limits.
Ensuring Treasury adheres to the permissable activities as perscribed in the Bank's Trading Book Policy.
Managing the production, maintenance and analyze periodic reports and tasks related to non-traded market risk Interest Rate Risk in the Banking Book (IRRBB) reporting and Asset and Liability Management matters.
Review, manage and maintain the policies, procedures and methodology related to market risk management.
To conduct, enhance and monitor on Market Risk Conduct Assessment.
Involve in the production of Parent Bank and BNM stress testing.