Job Description

Create your future with Affin! ​​You too can make a difference.

Join us at AFFIN, where the open minds meet and be inspired by a shared commitment to great work. Here, you don’t just stay at the forefront of the industry – you can make a difference too.

JOB PURPOSE

• Ensure that there is an effective and efficient management of the bank’s market risk across the Group.
• Support the Head of Group Market Risk in overseeing and managing department’s treasury risk control and market risk functions.
• Provide a comprehensive market risk analysis and assessment that can assist in decision making and controls setup.

JOB ACCOUNTABILITIES
• Generate trading and investment risk reports timely and accurately.
• Daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products.
• Management of risk limit excesses.
• Generate VaR and backtesting report.
• Monthly reporting, e.g. Enterprise Risk Deck, ALCO report, market risk capital charge report and other management executive summary for trading and investment book.
• New products assessment and controls. Assist in the development, implementation, and maintenance of sophisticated market risk models (if any) to accurately measure and manage the bank’s market risk exposures.
• Work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk.
• Develop and enhance market risk monitoring tools and reports.
• Participate in projects, process change, treasury system UAT and new product testing.
• Assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework.
• Rates Verification & Maintenance.
• Ensure projects are aligned with the bank’s overall risk management strategy.
• Maintain Treasury system requirements where relevant to Market Risk Management.
• Coaching and career building of Market Risk management staff.

▪ Represent the bank's market risk exposures to the regulators through submissions, etc.

▪ Formulate the strategic direction for market risk development in the Bank through GALCO/GBRMC.

JOB REQUIREMENTS
• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline.
• Ideally someone with more than 2 years of experience within market risk or trading risk management.
• Knowledge of treasury product pricing, market risk methodology and trading risk attribution.
• Strong quantitative skills, IT savvy with good technical/ analytic mindset, possession of good communication and problem-solving skills.
• Self-starter, ability to work independently and a dynamic team player. Ability to multi-task and work well under pressure with commitment to deliver
• Excellent oral and written communication skills in English with strong presentation skills.
• Familiar with various treasury system is preferred.
• Assertive and demonstrate capacity to communicate effectively across all levels.
• Able to work under pressure and handle multiple tasks simultaneously in a fast-paced business
environment.
• Dynamic, analytical and meticulous. Strong analytical skills.
• Good project management skills and negotiation skills.
• Strong grasp of Microsoft Office applications
• Able to deliver projects on time.
• Self-motivated and hands-on leader and a good team player.