Risk Analyst, Market Risk Control (MRC)
- Monitoring of treasury positions against market risk limits through regular MRM reports.
- Escalating to management significant market risks, excesses against risk limits and process gaps.
- Perform quantitative and qualitative analysis of risk positions on the desk.
Interact regularly with the front office traders to ensure market risks arising from day-to-day trading positions are fully understood and managed appropriately within the limit and trading framework.
- Troubleshoot with back office and support staff to resolve system related issues such as delay in run times, inaccuracies in risk profile of the trading books, etc. when they arise.
- Participate in trading / risk systems projects and user acceptance testing to ensure that risk management processes and risk figures are accurately and efficiently handled by systems that are rolled out.
- Participate in internal quality and process improvements.
Submission of various end-of-day Ringgit market data to Head Office for system input.
- Preparation of monthly risk reports for senior management consumption.
- Preferably 2-3 years' experience in risk management, treasury or related fields.
- An undergraduate degree in a quantitative or financial discipline
- Familiar in MS Excel VBA, Bloomberg and Reuters terminals and Murex.
- Possess end-to-end process and control mindset.
- Willing to work long hours and able to sustain high level of performance under pressure.
- Good people skill and excellent team player.