Manager / Senior Manager, Market Risk Analytics Manager / Senior Manager, Market Risk Analytics …

Non-disclosed
in Kuala Lumpur, Malaysia
Permanent, Full time
Last application, 22 Oct 20
Compensation will commensurate with experience
Non-disclosed
in Kuala Lumpur, Malaysia
Permanent, Full time
Last application, 22 Oct 20
Compensation will commensurate with experience
A Major Investment Bank is looking to fill a Manager / Senior Manager, Market Risk Analytics position for their bank in Kuala Lumpur, Malaysia. The incumbent will be part of the Regional Risk Management team. This team covers all trading and investment banking activities spread across countries in Asia, the U.K. and U.S.

Responsibilities :

Perform regular scenario analysis, ensure all the risks are measured and monitored accurately and suggests appropriate changes of methodology as might be needed.

Provide pre-deal analysis for capital market deals and warrants issuances.

Highlight any issue with the P&L and risk metrics production and investigate any potential limits breach.

Closely monitor regional markets and provide market commentaries to stakeholders.

Work closely with the Regional Risk Reporting and Monitoring team, daily monitor and analyse market risk exposures and P&L of the trading activities (Equity and Commodity Derivatives Group, Institutional Equities, Equity and Debt Capital markets) for all regional desks.

Review the trading book limits policies, and propose updated sets of limits in co-ordination with Head of Market Risk Analytics.

Define and maintain up-to-date procedures and ensure continuous alignment with Group risk policies.

Handle new product review for New Product Committee.

Perform periodic stress testing and back testing analyses.

 

Requirements :

Bachelor's degree in Economics, Finance or a quantitative discipline (Mathematics/Actuarial Science/Financial Engineering)

7-10 years of experience in the market risk function.

Strong quantitative capabilities, with a focus on quantitative finance (option pricing and knowledge of equity derivatives a must).

Critical and analytical thinking.

Sound and deep understanding of regional markets (in particular, advanced knowledge of the ASEAN equity markets will be a strong advantage).

Highly experience with trading systems (knowledge of Front Arena a plus) and pricing tools, and strong proficiency modeling in excel - with knowledge of VBA and Access an added advantage.

 

ONLY SHORTLISTED CANDIDATES WILL BE NOTIFIED.

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