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Assistant Vice President, Global Market Risk Manager
Bank Of America / Merrill Lynch
September 15, 2018
Kuala Lumpur, Malaysia
About Bank of America Merrill Lynch:
Our purpose as a firm is to make financial lives better, through the power of every connection. Across the world, we partner with leading corporate and institutional investors through our offices in more than 40 countries. In the U.S alone, we serve almost all Fortune 500 companies and approximately 59 million consumers and small-business customers. We provide a full suite of financial products and services, from banking and investments to asset and risk management. We cover a broad range of asset classes, making us a global leader in corporate and investment banking, sales and trading.
Connecting Asia Pacific to the World
Our Asia Pacific team is spread across 23 offices in 12 markets. We are focused on connecting Asia to the world and the world to Asia, using our global expertise to ensure success is shared between us, our clients and our communities. Our regional footprint covers 12 currencies, more than a dozen languages and five time zones, placing us firmly among the region's leading financial services companies.
Bank of America Merrill Lynch is committed to attracting, recruiting and retaining top diverse talent from across the globe. Our diversity and inclusion mission is to actively promote an inclusive work environment where all employees have the opportunity to achieve personal success and contribute to the growth of our business. Each of our global Employee Networks bring together employees, create dialogue and awareness in support of our Diversity and Inclusion mission.
Bank of America Merrill Lynch is an equal opportunities employer.
The role is within the Global Markets Risk team, primarily covering Market Risk for the Asia Rates, FX and Treasury Business of Bank of America Malaysia Bhd., with the opportunity to get involved with risk management outside Malaysia. Roles and responsibilities include:
Review desk trading and hedging activity
Understand market behavior
Understand P&L drivers
Identify and analyse risk exposures
Proactively escalate key risk concerns
Challenge the business on risk issues
Ensure accurate risk and stress reporting
Maintain good communication with desk and other support partners
Generate ideas to improve the risk process
Understand relevant market risk and valuation models
Understand relevant regulatory requirements and represent Market Risk with Bank Negara Malaysia
Support specific legal entity risk management requirements
Review new product proposals
Review new trade and limit requests
Candidates should have over five years market risk experience, or similar
Excellent verbal and written communications skills
Good knowledge of market risk measures, stress testing and risk management techniques
Solid understanding of Rates and FX products and valuation techniques
Good mathematical/quantitative skills
Highly motivated and able to work both independently and as part of a team
Familiarity with BNM regulatory requirements and interaction is an advantage
Posting Date: 12/09/2018 Location: 67 JALAN RAJA CHULAN - Kuala Lumpur - Malaysia