Risk Analyst, MRA, Market Risk Management

Risk Analyst, MRA, Market Risk Management

Oversea-chinese Banking Corporation Limited
3-6 years
Not Specified

Job Description


Job Description :
  • Responsible for accurate and timely preparation of management and risk committee dashboards.
  • Perform annual review and alignment of risk policies to Head Office, incorporating local regulatory requirements.
  • Perform back-testing and stress-testing on the bank's market risk exposures and assess its results. Troubleshoot any observed irregularities from the Murex system.
  • Review stress test parameters and implement stress testing program to comply with regulatory & internal requirements.
  • Conduct VaR analysis and provide backfilling of historical data on new instruments for VaR computations
  • Evaluate new product or product variation proposals and ensure the relevant market risk concerns are fully addressed before sign off on product approval & product launch.
  • Attend to market risk related queries or issues on market risk measurement that may arise from time to time.
  • Identify market risk concentrations, perform market risk analysis & monitor limit utilizations. Escalate any market risk concerns to appropriate parties in a timely manner.
  • Identify & initiate development/refinement of market risk information, measurement, assumptions & risk analysis for assessment at granular levels.
  • Identify gaps/weaknesses in market risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
  • Responsible for UAT testing of new instruments, change in curves/methodologies and FRTB project to ensure correct risk identifications, measurements, implementations, and reporting.
  • Participate in regulator requests, audit exercises, process changes and initiatives of MRM.
Qualifications
  • Preferably 3 Years experience in risk management field.
  • Degree in Finance, Mathematics, Banking, Economics or related fields.
  • Additional professional qualifications such as CFA or FRM will be advantage.
  • Working knowledge of Market Risk/Product Control processes, FRTB, and related Bank Negara Malaysia (BNM) regulatory requirements.
  • Strong knowledge in Treasury products across asset classes in terms of pricing and risk measurements.
  • Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
  • Proficiency in MS Excel, MS Powerpoint, MS Word, Bloomberg and Reuters terminals. Knowledge in VBA is an advantage.
  • Familiar with front office systems (Murex) is an advantage.
  • Strong people skill and excellent team player.
  • Excellent planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
  • Good spoken and written English with policy/report writing skills.

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