Risk Management Department (Market Risk) - Assistant Manager | Kuala Lumpur, MY | Hybrid

Risk Management Department (Market Risk) - Assistant Manager

Mizuho Bank (Malaysia) Berhad
Kuala Lumpur, Malaysia
Posted: 3 days ago
Job Type: Hybrid Job
Employment Type: Permanent
Salary: Competitive

Requirement

• Degree in Economics, Finance, Banking, Statistics, Actuarial Science, Mathematics or equivalent.
• At least 4 years’ experience in Market Risk management.
• Sound numerical and analytical skills.
• Good communication skills in both written and verbal, report writing and preparation, as well as organizational skills.
• Proficient in Microsoft Excel.

Job Description

• Ensure that sound Market Risk management is in place.
• Manage the production, maintenance, and analysis of periodic reports and tasks related to market risk e.g. traded FX Limits, Interest Rate Risk in the Banking Book (IRRBB) reporting.
• Support the Unit Head in identifying, recommending, and developing Robotic Process Automation (RPA) and system enhancements for continuous improvement to streamline processes, increase efficiency, and effectiveness within the team.
• Keep abreast of any new developments on BNM (guidelines, circulars) and the latest market news on foreign currencies, industry practices, and related news.
• Review, manage, and maintain the policies, procedures, and methodology related to market risk management.
• Monitor and review Market Risk Conduct Assessment of the bank.
• Involve in the production of Parent Bank and BNM market stress tests, EVE, and EAR stress tests.