Risk Manager

Overview

"As the Risk Manager (Risk Management Department) who handles Market, Interest Rate and Liquidity risks at Bank of China (M) Berhad, you will play a key role for the formulation of framework, as well as implementation, measurement, monitoring control and reporting of the Bank’s market risk, liquidity risk, interest rate risk and counterparty credit risk."

This full-time position is based in our Kuala Lumpur head office.

Responsibilities

• Establish, review and oversee a framework covering market risk, liquidity risk, interest rate risk and counterparty credit risk relevant policy, procedures and manual.
• Planning and implementation to improve the work process, risk methodology, limit setting and analytical model to ensure the appropriateness and robustness of market, liquidity and interest rate risk framework.
• Lead and manage the implementation of new market risk, liquidity risk, interest rate risk, and counterparty credit risk management framework requirement from regulatory and parent bank including ensuring its compliance.
• Oversight on market, interest rate and liquidity related risk metrics, limits usage, report excesses, projections and risk escalation process to senior management and committee, parent bank and regulator.
• Develop analytic framework and provide insightful advice / recommendation for implementation and to facilitate decision making by relevant stakeholders including senior management.
• Assist in the market risk, interest rate risk and liquidity risk quantification under ICAAP and stress testing process.
• Oversee and responsible for market risk capital requirements calculation process under current regulatory framework.
• Plan and manage the Contingency Funding Plan's rehearsal exercise and reporting.
• Participate in IT change initiatives and projects relating to market, liquidity and interest rate risk and counterparty credit risk.
• Conduct risk assessment on new business initiatives or products from market, interest rate and liquidity risk perspective.
• To keep abreast on the market and regulator’s best practices and latest developments in market, liquidity and interest rate risk management for continuous improvement in risk management and control.
• Respond to ad hoc requests from the business, senior management, internal / external auditor parent bank or regulators.

Requirements

Education / Professional Qualifications :

Work Experience :

Personal Attributes & Characteristics

Knowledge / Tools / Skills

Note

The following sections were part of the original description but are not required for the role and have been removed to improve clarity and relevance : duplicate bank commentary and non-job related prompts.

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