Executive/ Assistant Manager, Market Risk, Hong Kong

Malayan-Banking-Berhad-; Hong Kong; Vor Ort; HKD 900.000 - 1.300.000; Vollzeit

Zusammenfassung

Malayan Banking Berhad seeks an experienced risk professional to lead market risk activities in a banking environment. You will oversee risk tools, events, loss data, and ensure regulatory reporting aligns with Basel III/IFRS 9 requirements in Hong Kong.

The role requires strong VBA and data-analysis skills, with proficiency in Pivot Tables, Tableau or Power BI, and Bloomberg system usage for data sourcing and reporting. This position emphasizes business continuity and resilience across the bank.

Qualifikationen

• Min. 5 years of market risk management experience in Banking sector.
• Familiar with pricing models for treasury products, e.g. bonds and derivatives.
• Familiar with FRTB/CVA RWA calculation/CCR stress testing regulatory requirement.
• Executes the Bank’s operational risk tools, events and loss data.
• Own and oversee operational risk tools and systems, incident, event management.

Aufgaben

• Direct bank-wide business continuity management.
• Oversee operational risk management reports to regulatory authorities.
• Produce op. management reports for management and HKMA-related submissions.

Kenntnisse

Market risk management

VBA

Pivot Tables

Macros

Regulatory reporting

Tools

Tableau

Power BI

Bloomberg

Jobbeschreibung

• Good PC skills; knowledge in VBA is an advantage
• Min. 5 years of market risk management experience in Banking sector
• Familiar with pricing models for treasury products, e.g. bonds and derivatives
• Familiar with FRTB/CVA RWA calculation/CCR stress testing regulatory requirement
• Executes the Bank’s operational risk tools, events and loss data
• Support business continuity & operational resilience, product & 3rd party review
• Own and oversee operational risk tools and systems, incident, event management
• Direct bank-wide business continuity management
• Oversee operational risk management reports to regulatory authorities
• Familiar with Hong Kong’s regulatory requirements such as Basel III and IFRS 9
• Advance skills in Pivot Tables, Macros or VBA, knowledge of Tableau, or Power BI
• Familiar with the basic operation of Bloomberg system
• Run the op. risk tools, events and loss data; challenge products & 3rd parties
• Support business continuity & operational resilience, product & 3rd party review
• Produce op. management reports for management and HKMA-related submissions