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Risk Management Department (Market Risk) - Assistant Manager

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.
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