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Risk Management Group works closely with our business partners to manage the bank's risk exposure by balancing its objective to maximise returns against an acceptable risk profile. We partner with origination teams to provide financing, investments and hedging opportunities to our customers. To manage risk effectively and run a successful business, we invest significantly in our people and infrastructure.
Perform Market risk assessment to ensure risks are actively identified, take appropriate steps to measure, monitor and control it. The tasks include evaluation of new product requirements, assess impact arising from new regulatory requirement.\
Responsible for limit monitoring, investigation and escalation of breaches. Liaise with business partners to understand proposed strategies
Perform analysis and reporting Stress testing for internal assessment and public disclosures. Prepare succinct and concise reports for risk committees
Have good understanding and familiar with all elements of the Basel IRRBB Standard, Asset and Liability Management (ALM) functions, and application of behavioural modelling approaches
Coordinate with various stakeholders on implementation of IRRBB Standard
Define and provide user requirements documentation for risk capture, robust UAT support relating to source system/risk engine changes
Bachelor's or Master's degree in Finance, Business Accounting, Statistics or any related field
Minimum 8 years of working experience, of which, at least 3 years' relevant experience in market risk & asset liability management role in a bank.
Sound knowledge in Commercial Banking products and strong technical skills, including application of behavioural model of commercial loans/deposits, understanding risk control measures and experience in performing net interest income simulation.
Solid understanding of prevailing regulatory requirements on IRRBB Standard, and practical experience in financial/regulatory reporting
Handling projects to streamline and optimize operational processes. Liaise with stakeholders in gathering inputs and system requirements.
Excellent communication, interpersonal skills, expected to communicate with front and back office personnel and senior management
A good team player, result-oriented, with strong sense of ownership
Expertise in SQL and BI tools are added advantage, to develop functional usage for in depth drill down analysis and management reporting
We offer a competitive salary and benefits package and the professional advantages of a dynamic environment that supports your development and recognises your achievements.