PR/159313 | Assistant Manager, Market Risk

JOB RESPONSIBILITIES:

• Ensure robust Market Risk management practices are consistently implemented.

• Assist the Unit Head in identifying, proposing, and developing Robotic Process Automation (RPA) solutions and system enhancements to improve team efficiency and streamline workflows.

• Oversee the preparation, updating, and analysis of regular market risk reports, including traded FX limits and Interest Rate Risk in the Banking Book (IRRBB).

• Participate in analysis, reporting, and improvement initiatives related to Asset and Liability Management (ALM).

• Comply with all market risk requirements set by Bank Negara Malaysia (BNM), for traded and non-traded risks.

• Support the Unit Head and team in monitoring and reporting market risk exposures

• Stay informed on BNM updates (guidelines, circulars), foreign exchange market developments, industry practices, and relevant financial news.

• Review and maintain market risk management policies, procedures, and methodologies to ensure they remain current and effective.

• Support the Unit Head or Head of Department in managing regulatory reviews and internal/external audits related to market risk.

• Monitor and evaluate the bank’s Market Risk Conduct Assessment.

• Contribute to the development of market stress tests, including Economic Value of Equity (EVE) and Earnings at Risk (EAR) scenarios

• Perform additional duties as assigned by the Head of Risk Management Department (RMD) or Management to support a productive and effective work environment.

JOB REQUIREMENTS:

• Possess Bachelor degree in finance/ banking/ statistic/ economics or any relevant field 

• Prefer minimum 4 years of experience in market risk management 

• Detail oriented, good analytical skills

• Good communication and writing skills 

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