Assistant Manager - Market Risk and Risk Analytics

Al Rajhi Bank; Kuala Lumpur; On-site; MYR 40,000 - 60,000; Full time

Job summary

A leading bank in Kuala Lumpur is seeking a Market Risk Analyst to manage and report on Market and Liquidity Risks. The role involves preparing reports, monitoring risks, and ensuring compliance with regulatory standards. Ideal candidates will have a degree in Business or Finance and relevant banking experience. Join a dynamic team and contribute to the bank's risk management strategies.

Qualifications

• 1-2 years of banking experience in Risk Management or Reporting.
• Experience working with large and diverse datasets.

Responsibilities

• Prepare Market/Liquidity Risk and ALM reports for management.
• Monitor Treasury activities for various financial risks.
• Ensure compliance with regulatory requirements.

Skills

Risk Management

Data Analysis

Financial Reporting

Compliance

Education

Bachelor’s Degree in Business

MBA

Job description

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The position is primarily responsible for maintaining MIS, updating, monitoring, checking, and preparing all assigned Market/Liquidity Risk and ALM related reports for Management, ERMC, BRMCC, BOD, and regulators.

In addition, this role also provides support to other risk reporting functions covering Corporate Credit Risk and Retail Credit Risk, including MFRS9 analysis, RAS reporting, and involvement in ongoing system/risk analytic projects.

What will you do:

1. Primarily responsible for preparing all assigned Market/Liquidity Risk and ALM related reports (management and regulatory).
2. Monitoring all Treasury activities for appropriate position, liquidity, credit, foreign exchange, and market risks.
3. Assist in improving the Market Risk/ALM and Liquidity risk infrastructure, including reports, policies, methodologies, and procedures.
4. Monitor and analyze the Bank’s position on cost of funds, LCR/NSFR, mismatch risk on Treasury and Corporate Investment Banking, as well as Retail Banking Deposit Strategy or other activities as requested by ALCO.
5. Identify potential financial risks to ensure they do not adversely affect the Bank’s funds (e.g., foreign exchange exposures, profit rate risk, liquidity risk, etc.).
6. Ensure the daily, weekly, monthly, etc., reports are prepared and circulated accurately and timely to all stakeholders.
7. Ensure the Bank complies with its internal policies and external regulatory requirements.
8. Maintain and implement Risk, Treasury, and Regulatory systems such as Trasset, ALM System, and STATSmart.
9. Identify, streamline, and automate processes for efficient risk analysis, reporting, and control.
10. Assist in performing the function of the ALCO secretariat (e.g., writing ALCO minutes).
11. Assist in producing reports for governance committees (e.g., ALCO, ERMC, Board Risk Management Committee).
12. Support the Executive Risk Management Committee and Board Risk Management Committee in identifying and rectifying key risk concerns.
13. Ensure compliance with regulatory requirements like PRRBB, LCR, NSFR, and others to BNM.
14. Act as backup for the AVP - Market Risk & Risk Analytics during absence.
15. Perform any other duties delegated by the Head of Market Risk and Risk Analytics.
16. Timely and accurate submission of ad-hoc requests from BNM, ARB-KSA, or internal stakeholders.
17. Support the Market Risk/Reporting/Analytics team on projects and act as a reporting backup.

The duties may vary over time without changing the overall responsibilities.

Additional duties as assigned by the Head of Department may be required.

Skills, certifications, and experience you possess:

• Bachelor’s Degree in Business, Finance, or related fields; MBA is a plus.
• 1-2 years of banking experience, with at least 1 year in a similar role within Risk Management or Reporting at a financial institution.
• Experience working with large and diverse datasets.
• Ability to work under tight deadlines and high-pressure environments.