Executive Risk Management (global Markets Risk Control)
Malaysia, Malaysia
Job Description
If you are looking to excel and make a difference, take a closer look at us\xe2\x80\xa6
- Responsible for independent monitoring key risk and check compliance with both internal polices/procedures as well as regulatory guidelines, as well as take prompt action to address non-compliance. Ensure timeliness on market risk reporting of market risk to stakeholders and management on periodic basis.
- Carry out backtesting on VaR model in MUREX and continuous enhancement of VaR for risk measurement, reporting and regulatory purposes. Any model shortcomings identified/reasons determined for the exceptions and results to be tabled to the Chief Risk Officer.
- Perform independent validation of models used in the pricing and risk measurement of Treasury instruments for Global Markets.
- Perform stress test and reverse stress test on market risk to measure loss vulnerability of Global Markets portfolios under stressed market conditions.
- Tertiary qualifications in Mathematics, Financial Engineering, Economics, Statistics, Actuarial Science; exceptional basis on candidates from other disciplines with solid logical thinking, implicit of new knowledge, confident of being fast learner.
We are a leading financial institution in Malaysia backed by a century of entrepreneurial heritage. Providing comprehensive financial services guided by a Digital-at-the-Core ethos has earned us industry recognition and accolades for our innovative approach in making banking simpler and more effortless for our customers. Our digital and physical offerings span across a vast nationwide network in Malaysia, strengthened with an expanding regional presence in Singapore, Hong Kong, Vietnam, Cambodia, and China.
We seek to strike a balance between diversity, inclusion and merit to achieve our mission of infusing diversity in thinking and skillsets into our organisation. Candidates are assessed based on merit and potential, in line with our mission to attract and recruit the best talent available. Expanding on our \xe2\x80\x9cDigital at the Core\xe2\x80\x9d ethos, we are progressively digitising the employee journey and experience to provide a strong foundation for our people to drive life-long learning, achieve their career aspirations and grow talent from within our organisation.
Realise your full potential at Hong Leong Bank by applying now.
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Job Detail
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Job IdJD971236
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IndustryNot mentioned
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Total Positions1
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Job Type:Full Time
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Salary:Not mentioned
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Employment StatusPermanent
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Job LocationMalaysia, Malaysia
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EducationNot mentioned