Risk Analyst - Market Risk Analytics (Traded)

  • Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • OCBC Bank (Malaysia) Berhad
  • 18 Mar 19

Risk Analyst - Market Risk Analytics (Traded)

  • Responsible for accurate and timely preparation of management dashboards.
  • Perform annual review and alignment of risk policies to Head office; incorporating local regulatory requirements.
  • Perform VaR analysis, back-testing and stress-testing on the bank's market risk exposures and assess its results. Troubleshoot any observed irregularities from the Murex system.
  • Evaluate new product or product variation proposals and ensure the relevant market risk concerns are fully addressed before sign off on product approval & product launch.
  • Anticipate market risk events, identify market risk concentrations, perform market risk analysis & monitor limit utilizations. Escalate any market risk concerns to appropriate parties in a timely manner.
  • Responsible for UAT testing of new instruments, change in curves/methodologies as well as Murex 3 system upgrade project to ensure correct risk identifications, measurements and implementations.
  • Design the templates for capital charges computation under FRTB.
  • Participate in regulator requests, audit exercises, process changes and initiatives of MRM.


Qualifications
  • Preferably 3 years' experience in market risk management field.
  • Degree in Finance, Mathematics, Banking, Engineering or related fields.
  • Additional professional qualifications such as CFA or FRM will be advantage.
  • Familiar with front office systems (Murex) is a strong advantage.
  • Strong knowledge Treasury products across asset classes.
  • Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
  • Proficiency in MS Excel, MS Powerpoint, MS Word, Bloomberg and Reuters terminals. Knowledge in VBA is an advantage.
  • Excellent team player with good interpersonal, communication, presentation skills.
  • Good spoken and written English with policy/report writing skills.