Job Responsibilities: -
Responsible for Market Risk management in the organization
To market risk e.g. traded FX Limits, Interest Rate Risk in the Banking Book (IRRBB) reporting.
To maintain the policies, procedures and methodology related to market risk management.
To assist Unit Head or HOD in managing regulator and internal/external audit on market risk matters.
To monitor and review on Market Risk Conduct Assessment of the bank.
Involve in the production of Parent Bank and BNM market stress test
Job Requirements:-
Degree in Economics, Finance, Banking, Statistics, Actuarial Science, Mathematics or equivalent.
Minimum 4-6 years’ experience in Market Risk management
Familiar with Bank Negara Malaysia regulations and compliance
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