Executive Officer, Traded Credit Exposure MY

Key Responsibilities

• Daily Oversight : Manage all facets of the traded credit risk process, encompassing monitoring, system maintenance, reporting, and providing analytical support to the Credit Risk Management teams. Analytical support includes, but is not limited to, exposure calculation for exotic or complex portfolios, gap analysis in the monitoring process, and serving as the primary point of contact for all traded credit risk issues by liaising with other stakeholders.
• Internal Methodology Implementation : Establish and implement internal PSR methodology within the Group and report to external parties (such as BNM) as and when required.
• Risk Assessment : Evaluate counterparty pre-settlement risk and other types of credit risk on new business initiatives and products.
• System and Process Familiarity : Demonstrate familiarity with treasury systems and business processes, as well as regulatory and simulation-based counterparty risk methodologies.
• Market and Liquidity Risk Assessment : Assess the inherent market and liquidity risks in approved and proposed treasury products. Review and validate collateral haircuts for treasury-related activities.
• Ad-Hoc Analysis : Provide ad-hoc portfolio risk analysis at the counterparty level upon request. Scrutinize market risk conditions and perform stress testing of customer portfolios as required.
• Regional Coordination : Advise and support other countries on implementing relevant frameworks to synchronize counterparty risk methodology and framework regionally.
• Regulatory Compliance : Understand regulatory requirements on counterparty risk-related subjects and prepare reports (MTM, CVA, SACCR etc.) to relevant stakeholders.
• Simulation Engine Testing : Conduct testing on the simulation engine to ensure simulation methodologies and results are accurate and robust.
• System and Business Continuity Testing : Participate in system testing, business continuity testing, and ad-hoc projects.

Job Requirements

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