• Head, Trading Policy & Development, Group Market Risk Jobs in Malaysia - 1010852

    Alliance Bank Malaysia Berhad
  • 10 - 12 Years
  • Malaysia - Kuala Lumpur
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  • Posted above 1 month
  • Job Views: 25
  • Job Applicants: Less than 10

Job Description

The role required one to formulate, review, enhance and recommend Market and Liquidity Risk Management Framework inclusive of the Core and Supplementary Risk Policies on market and liquidity risks across Alliance Banking Group (ABG) Other responsibilities include product reviews, regulatory stress testing and effective implementation of risk (Basel) projects relating to market and liquidity risk in line with regulatory guidelines and ABG’s Integrated Risk Management Framework

PRIMARY RESPONSIBILITIES
The individual responsibility encompasses the following areas
Framework and Policy FormulationFormulate and implement a primary Market and Liquidity Risk Management Framework as well as the Core & Supplementary Risk Policies for market and liquidity risks across ABG and ensuring all treasury activities are governed by appropriate policies and risk limits as approved by the Board or GRMCRisk Policy ManagementReview and enhance the Broad Frameworks, Core and Supplementary Policies, ad-hoc papers, proposals, policies, procedural manuals, etc to provide providing assurance and alignment to internal and external developments in risk management practicesConduct market risk management benchmarking exercises & Provide updates on relevant market risk management matters and developments to the GALCO / GRMC / BoardProduct EvaluationProvide product support functions in the introduction of new treasury products, evaluate and provide the product sign-off for market and liquidity risks jointly with other units within Group Risk Management for banking products, unit trusts funds, investment funds, etcTreasury Legal DocumentationFunction as part of the working group to evaluate and assess the terms and clauses of treasury documentation, in consultation with Financial Markets and Group Legal, to mitigate the legal risks and ensure compliance with applicable regulatory requirements and commonly accepted market practicesStress TestingFormulate the methodologies, parameters and scenarios as well as compiling, analysing and preparing regular bank-wide stress testing exercises in consultation with business units and other risk management units in ensuring Group’s preparedness to mitigate the risks and provide adequate capital buffer for anticipated stressesUnit Risk Officer FunctionsConduct operational risk self-assessments (RCSA and CSA) and perform the Business Impact Assessment (BIA) and develop the Business Continuity Plan for Group Market RiskDevelop and review operational manuals Trading Policy and Development in accordance to the prescribed requirementsProvide support and assistance to the SRO in the development of operational risk profiles and use of operational risk tools in accordance with the bank-wide CORM and ORM FrameworksConsultative / Advisory RoleProvide technical support and consultative advice to line of business on matters relating to market and liquidity risk management and treasury activities & products / instruments for uniform implementation across ABGRisk Management Projects and InitiativesAssist the Head of Group Market Risk and the Group Chief Risk Officer to plan and implement various strategic and risk management initiatives / projects to strengthen ABG’s risk management capabilitiesProvide cross-functional support and effective implementation of risk management projects within regulatory guidelines and ABG’s Integrated Risk Management Framework
REQUIREMENTS
Experiences of 7 or more years of Market Risk experience within commercial/investment bankingIt is an added advantage for those with CFA/FRM qualificationsPreferable a quantitative background in Science/Mathematics/Financial Engineering/Risk ManagementExcellent communication skills with proficiency in English, and possesses strong ability to work with traders, sales, structurers and various internal stakeholdersStrong collaborator with a can-do attitude to demonstrate the ability of leadership with a robust analytical skill to understand quantitative concepts relating to Greeks, P&L attribution, VaR and stress testingAn exemplary candidate will have strong product knowledge and working experiences on structural product, and capability to multi-task, work well under pressure to deliver under tight deadlines

Profile Summary

Type:Company Job

Role:Senior Manager

Industry:Banking/Financial Services

Salary:Not Disclosed

Deadline:03rd Mar 2020

Company Profile

Alliance Bank Malaysia Berhad
Alliance Bank Malaysia Berhad and its subsidiaries, Alliance Investment Bank Berhad and Alliance Islamic Bank Berhad, is a dynamic, integrated financial services group offering banking and financial solutions through its consumer banking, SME banking, corporate and commercial banking, Islamic banking, investment banking and stockbroking businesses.
The Group provides easy access to its broad base of customers throughout the country via multi-pronged delivery channels which include retail branches, Privilege Banking Centres, Islamic Banking Centres, Business Centres, and Investment Bank branches located nationwide, as well as mobile and Internet banking.

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