Risk Analyst

  • Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • First Abu Dhabi Bank
  • 17 Sep 17

To supervise and monitor Treasury transactions and any matter of the Bank regarding on market risk and middle office functions.

• Preparation of monthly risk reporting to Management.
• Prepare daily monitoring of Treasury’s trading/investment positions and limits utilization.
• Prepare daily monitoring of Treasury’s counterparty and related bond issuer rating.
• Prepare daily reports preparation on Treasury’s trading, investment and counterparty exposure.
• Prepare daily end-of-day assets & liability revaluation process.
• Responsible on the pre-assessment for the proposed issuer limits by Treasury on market risk related exposure.
• Ensure activities carried out by Treasury are in compliance with the approved policies and guidelines of the Bank and regulator.
• Responsible on the pre-assessment of the proposed issuer limits by Treasury on market risk related exposure.
• Liaise with internal and external parties in relation with the transactions and any other official matters.
• To assist in Pillar 3 disclosures preparations.
• To perform industry, competitors & market analysis, in order to gauge the Bank’s standing & performance relative to the identified benchmark.
• To monitor all applicable ALM & Liquidity Risk MATs/limits & ensure escalation of exceptions.
• Involve in preparation of Basel III LCR and NSF Comments to BNM to raise the Banks concerns.
• Involved in strategic planning during budget exercise
1) To perform ICAAP stress test.
2) To perform budget analysis i.e. analyze budget from risk perspective.
• Assist in the implementation of MUREX.