Generate and distribute daily first-line-of-defense market risk reports as well as to ensure accuracy of reports.
Develop and maintain spreadsheets/databases which are used to produce risk reports for the management/dealers.
Monitor and analyze traders\' trades and ensure compliance with regulatory requirements, internal policies & procedures, dealer\'s mandates and guidelines.
Assist in Murex testing, market risk measurement and analyses of Treasury products.
Cross-check structured product pricing reasonableness before publishing it to clients.
Assist in any ad-hoc projects related to Market Risk.
Any other responsibilities/tasks as assigned by the management from time to time.
Key Requirements
Preferably with Bachelor\'s Degree in Mathematics/Engineering/Actuarial Science/Finance.
Encouraged to get Pasaran Kewangan Malaysia Certificate (PKMC).
Preferably 2-3 years of work experience in banks/financial institutions.
Reasonable understanding of Wholesale Banking business and treasury products, including the relevant rules and regulations.
Familiar with Microsoft Excel and Access programming skills (VBA) in order to develop and maintain spreadsheet/database/programme.
Able to maintain good long term relationship with the various stakeholders from different departments/divisions.