
Senior Executive - Risk Management (Global Markets Risk Control)
- Malaysia
- Tetap
- Sepenuh masa
- Be a Guardian of Risk: Take ownership of independent oversight, actively monitoring key risks and driving compliance with internal policies and regulatory guidelines to ensure robust risk management.
- Deliver Critical Insights: Deliver crucial, timely market risk reports that empower stakeholders and management to make informed decisions.
- Shape Policy & Standards: Formulate and constructively review cutting-edge risk policies and Standard Operating Procedures (SOPs), ensuring conformity with market best practices and compliance requirements.
- Drive Quantitative Excellence: Dive deep into quantitative analysis, performing essential stress tests and backtesting VaR models, and independently validating models for precise pricing and risk measurement of Treasury instruments.
- Innovate & Automate: Spearhead automation enhancements for limits monitoring and risk surveillance within MUREX/MLC, continuously adapting to new market/product developments and regulatory changes.
- Education: Tertiary qualification in Mathematics, Financial Engineering, Economics, Statistics, or Actuarial Science. Strong logical thinking is key. Professional qualifications (BRM, FRM, PRM) are a plus.
- Experience: Preferably 1-3 years in traded risk management or a dealing capacity within banking. Experience in quantitative analysis, Python, or VBA coding is an advantage.
- Technical Skills: Hands-on experience with Treasury operating systems like MUREX, Bloomberg, or Refinitiv.
- Core Skills: Ability to associate macroeconomics with financial markets, strong communication and presentation skills.