Market Risk Lead — Analytics, Reporting & Controls

AFFIN Group; Kuala Lumpur; On-site; MYR 90,000 - 150,000; Full time

Job summary

AFFIN Group is seeking a Market Risk professional to manage and surveil the bank’s market risk across the Group from its Kuala Lumpur operations. The role involves producing timely risk reports, analyzing exposures, and supporting risk governance and model development.

You will work with front office traders, IT, and finance teams to implement effective risk controls and monitor treasury products. A degree in a related field and 2+ years of experience are preferred, with strong English

Qualifications

• 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, good communication and problem-solving skills.
• Self-starter, ability to work independently and a dynamic team player.
• Excellent oral and written communication skills in English with strong presentation skills.

Responsibilities

• Generate trading and investment risk reports timely and accurately.
• Daily analysis of market risk exposures and sensitivities, with limit monitoring for all treasury products.
• Manage risk limit excesses and produce VaR and backtesting reports.
• Prepare monthly reports (e.g., Enterprise Risk Deck, ALCO, risk capital charge) for trading/investment books.
• Assist in development, implementation, and maintenance of market risk models when applicable.
• Collaborate with front office traders/dealers, IT, Group Finance, and Back Office on market risk issues.
• Develop and enhance market risk monitoring tools and reports.
• Participate in projects, process changes, treasury system UAT, and new product testing.
• Review risk limits, policies, and governance to ensure compliance with framework.

Skills

Quantitative skills

IT savvy

Communication skills

Problem-solving

Team player

Multi-tasking

Microsoft Office

Treasury systems familiarity

Education

Degree in Risk Management/Finance

Tools

Treasury systems

Job description

AFFIN Group is seeking a Market Risk professional to manage and surveil the bank’s market risk across the Group from its Kuala Lumpur operations. The role involves producing timely risk reports, analyzing exposures, and supporting risk governance and model development.

You will work with front office traders, IT, and finance teams to implement effective risk controls and monitor treasury products. A degree in a related field and 2+ years of experience are preferred, with strong English