Assistant Manager, Group Market Risk Managament

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 80,000 - 100,000; Full time

Job summary

A leading financial institution in Kuala Lumpur is seeking an Assistant Manager for Group Market Risk Management. The role involves ensuring effective management of the bank’s market risk across the Group, supporting treasury functions, and generating accurate risk reports. Ideal candidates should possess a degree in Risk Management or related fields and have over 2 years of relevant experience. This full-time position offers opportunities for growth in a dynamic environment.

Qualifications

• Ideally more than 2 years of experience in market risk or trading risk management.
• Knowledge of treasury product pricing and market risk methodology.
• Possession of strong quantitative & analytic mindset.

Responsibilities

• Ensure effective management of the bank’s market risk across the Group.
• Support in overseeing treasury risk control and market risk functions.
• Generate trading and investment risk reports timely and accurately.

Skills

Strong quantitative skills

Good communication

Problem-solving

IT savvy

Ability to work independently

Education

Degree in Risk Management, Financial Engineering, or related discipline

Job description

Assistant Manager, Group Market Risk Managament page is loaded

Assistant Manager, Group Market Risk Managament

Apply locations Menara Affin, TRX time type Full time posted on Posted Yesterday time left to apply End Date: September 19, 2025 (30+ days left to apply) job requisition id JR103417

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JOB PURPOSE

• Ensure that there is an effective and efficient management of the bank’s market risk across the Group.
• Support the Head of Group Market Risk in overseeing and managing department’s treasury risk control and market risk functions.
• Provide a comprehensive market risk analysis and assessment that can assist in decision making and controls setup.

ACCOUNTABILITIES

• Generate trading and investment risk reports timely and accurately.
• Daily analysis of market risk exposures and sensitivities, as well as limit monitoring for all treasury products.
• Management of risk limit excesses.
• Generate VaR and backtesting report.
• Monthly reporting, e.g. Enterprise Risk Deck, ALCO report, market risk capital charge report and other management executive summary for trading and investment book.
• New products assessment and controls. Assist in the development, implementation, and maintenance of sophisticated market risk models (if any) to accurately measure and manage the bank’s market risk exposures.
• Work with front office traders/dealers, business management support, IT, Group Finance and Back Office on issues related to market risk.
• Develop and enhance market risk monitoring tools and reports.
• Participate in projects, process change, treasury system UAT and new product testing.
• Assist in timely review of market risk limits, policies, guidelines and risk governance process to ensure adherence to market risk framework.
• Rates Verification & Maintenance.
• Maintain Treasury system requirements where relevant to Market Risk Management.

JOB REQUIREMENTS

• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline.
• Ideally someone with more than 2 years of experience within market risk or trading risk management.
• Knowledge of treasury product pricing, market risk methodology and trading risk attribution.
• Strong quantitative skills, IT savvy with good technical/analytic mindset, possession of good communication and problem-solving skills.
• Self-starter, ability to work independently and a dynamic team player. Ability to multi-task and work well under pressure with commitment to deliver.

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