Senior Manager / Manager, Market and Liquidity Risk Management

Senior Manager / Manager, Market and Liquidity Risk Management

JOB RESPONSIBILITIES Responsible for the design, implementation, and ongoing maintenance of an effective and consistent bank-wide market risk management and Treasury Middle Office Function as follows : Promote a prudent risk management culture and practice, support the implementation of risk management framework that could meaningfully safeguard the Bank’s interest while facilitating healthy business growth and ensure compliance with the applicable laws, regulations, internal guidelines, manuals and policies. Act as treasury middle office functions roles to conduct daily monitoring and reporting on treasury transactions to ensure no abnormalities and discrepancies transactions to the Bank. Prepare monthly and quarterly IRRBB regulatory report for submission to BNM and parent bank. Responsible for the day-to-day management of risks inherent in the Bank’s activities. This includes the identification of current and emerging risks, monitoring and reporting of risk exposures and etc. Facilitate preparation of periodic reports to ensure the management and Board are well informed of the Bank’s overall risk profiles as well as the efficiency and efficacy of the risk management practices for effective oversight and decision making. Assist and coordinate with relevant departments in formulating and reviewing the policies and procedures with regards to the Treasury activities. Assist and coordinate with relevant departments in facilitating public disclosure (GP8) on Market and IRRBB risk-related subject matters. Review and propose for the bank-wide market and IRRBB risk appetite setting (revision) and risk limit to ensure that the risk-taking activities aligned with the Bank’s size, business nature and risk profile. Conduct annual review of existing trading book market risk limits to ensure its relevance and applicability as per the risk taking activities. Prepare proposal for parent bank’s approval. Collaborate with Treasury to perform half-yearly IPC Phone Recording sanitary checks to ensure the phone recorder is performed as required. JOB REQUIREMENTS At least a Bachelor Degree in finance, banking, accounting or equivalent from a reputable university. Preferably with AICB’s recognised professional certificate on risk management. Minimum 3-8 years of experience in market risk, treasury middle office and / or economy / market research in banking / financial institutions. Best practice of market risk management or research methodology, tools and techniques. Strong credit analytical skills and business acumen. Familiar with relevant banking rules and regulations / guidelines. PC literate preferably in Windows Microsoft Office (e.g. Words, Excel, etc). Language proficiency (both verbal and written) : English, Mandarin and Bahasa Melayu.

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