Analyst, Market Data Team, Traded Risk, Group Market Risk

Maybank; Kuala Lumpur; On-site; MYR 70,000 - 90,000; Full time

Job summary

A leading financial institution in Kuala Lumpur is seeking a qualified individual to perform independent price verification for Global Markets. The role involves investigating variances, building yield curves, and maintaining volatility surfaces. Candidates should have a degree in Economy, Finance, or Mathematics, strong numerical skills, and familiarity with VBA and Python. A team player with the ability to work under pressure is essential. This is a great opportunity to advance in the finance sector.

Qualifications

• Degree preferably in Economy/Finance/Mathematics or equivalent.
• Strong numerical skills with attention to details.
• Basic knowledge of Treasury products is an advantage.
• Ability to work under pressure and meet tight deadlines.

Responsibilities

• Perform independent price verification for products traded.
• Investigate variances and breaches for fair valuation.
• Build and maintain yield curves.
• Build and maintain volatility surfaces.
• Collaborate with Market Risk and Global Markets Teams.

Skills

Attention to detail

Team player

Numerical skills

Education

Degree in Economy/Finance/Mathematics

Tools

VBA

Python

Microsoft Access

Job description

Job Responsibilities

• Perform independent price verification of prices used to price products traded by Global Markets
• Investigate significant variances and tolerance breaches to ensure a true and fair valuation of products traded by Global Markets
• Hands-on experience in yield curves building and maintenance
• Hands-on experience in building and maintaining volatility surfaces
• Work closely with Market Risk and Global Markets Teams both locally and overseas

Job Requirements

• A Degree in any fields, preferably Economy/Finance/Mathematics or equivalent
• Numerical with strong attention to details
• Basic knowledge on Treasury products will have an added advantage.
• Work well under pressure in meeting tight time line and a good team player.
• Good computing knowledge (VBA, Python, Microsoft Access, etc.) will have an additional advantage.