Risk Analyst, Assets & Liabilities Management Risk Analyst, Assets & Liabilities Management …

OCBC Bank (Malaysia) Berhad
in Kuala Lumpur, Kuala Lumpur, Malaysia
Permanent, Full time
Last application, 27 May 20
Competitive
OCBC Bank (Malaysia) Berhad
in Kuala Lumpur, Kuala Lumpur, Malaysia
Permanent, Full time
Last application, 27 May 20
Competitive
Risk Analyst, Assets & Liabilities Management
  • Collating and preparing regular structural balance sheet or Liquidity risk reports and ad-hoc reports for Malaysia RMC, ALCO, Group BRMC and Group ALCO.
  • Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit) on structural balance sheet risk, liquidity risks or market risk.
  • Implement Malaysia ALCO's decision in a timely and effective manner.
  • Streamline and implement key risk measurements and assumptions to be in line with Group practices.
  • Perform investigations on limit excess, MAT trigger in accordance to market risk policies and procedures
  • Implement stress testing requirements, identify and initiate improvement of key risk measurements and assumptions.
  • Participate in enhancement or automation of the manual processes for daily, monthly or regulatory reporting.
  • Attend to market risk related matters or issues on risk measurement from internal & external that may arise from time to time.
  • Identify gaps/weaknesses in risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
  • Identify & initiate development/refinement of risk information, data mining tools & risk analysis for assessment at granular levels.
  • Participate in market risk related projects and department initiatives.


Qualifications
  • Minimum 1-3 Years' experience in risk management field.
  • Degree in Finance, Mathematics, Banking, Economics or related fields.
  • Additional professional qualifications such as CFA or FRM will be advantage.
  • Working knowledge of Market Risk/Product Control processes, Basel III and Bank Negara Malaysia (BNM) related regulatory requirements.
  • Knowledge on Treasury products across asset classes will be advantage.
  • Strong numerical analysis techniques for pricing & risk measurements.
  • Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
  • Proficiency in MS Excel, MS Access, MS PowerPoint.
  • Good planning, time management & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
  • Good spoken and written English with policy/report writing skills.


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