Risk Analyst, Assets & Liabilities Management-i

  • Competitive
  • Kuala Lumpur, Malaysia Kuala Lumpur Kuala Lumpur MY
  • Permanent, Full time
  • OCBC Bank (Malaysia) Berhad
  • 23 Sep 18 2018-09-23

Risk Analyst, Assets & Liabilities Management-i

  • Collating and preparing regular structural balance sheet risk reports and ad-hoc reports for Malaysia RMC and ALCO.
  • Liaise with key internal and external stakeholders including the regulators and relevant departments (including Treasury, Finance, Business Units and Audit) on structural balance sheet risks or market risk.
  • Implement 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.
  • Assist in enhancement or automation of the manual processes for daily, monthly or regulatory reporting.
  • Attend to market risk related matters 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.
  • Participate in market risk related projects and department initiatives as required.


Qualifications
  • Minimum 1-3 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.
  • Knowledge on Treasury products across asset classes will be advantage.
  • Knowledge on Shariah and Islamic banking 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 PowerPoint.
  • Good planning, time management & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
  • Good spoken and written English with policy/report writing skills.