Risk Analyst, Assets & Liabilities Management

  • Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • OCBC Bank (Malaysia) Berhad
  • 27 Sep 16

Risk Analyst, Assets & Liabilities Management

  • Collating and preparing regular structural balance sheet risk reports and ad-hoc reports for Malaysia BRMC, ALCO and Group ALCO.
  • Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit) related to structural balance sheet risks or market risk.
  • Provide support in managing and controlling the implementation of Malaysia ALCO's decision in a timely and effective manner.
  • Streamline and implement key risk measurements and assumptions to be in line with Group practices.
  • Implement stress testing requirements, identify and initiate improvement of key risk measurements and assumptions.
  • Implement new stress testing program to comply with regulatory & internal requirements.
  • Assist in enhancement or automation of the manual processes for daily, monthly or regulatory reporting.
  • Attend to market risk related queries or issues on risk measurement from internal & external that may arise from time to time.
  • Identify gaps/weaknesses in risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
  • Identify & initiate development/refinement of risk information, data mining tools & risk analysis for assessment at granular levels.
  • Evaluate new products or product variations and ensure the relevant risk concerns are fully addressed before signing off product approval & product launch.
  • Participate in market risk related projects, process changes and department initiatives as required.


Qualifications
  • Minimum 2-3 Years' experience in risk management field.
  • Degree in Finance, Mathematics, Banking, Economics or related fields.
  • Additional professional qualifications such as CFA or FRM will be advantage.
  • Working knowledge of Market Risk/Product Control processes, Basel III and Bank Negara Malaysia (BNM) related regulatory requirements. Experience in regulatory and senior management liaison will be advantage.
  • Knowledge on Treasury products across asset classes will be advantage.
  • Strong numerical analysis techniques for pricing & risk measurements.
  • Possess end-to-end process and control mindset. Ability to translate regulatory and policy requirements into operational workflows.
  • Proficiency in MS Excel, MS Access, MS Project.
  • Strong people skill and excellent team player.
  • Excellent planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.