Regional Market Risk Lead: Analytics & Stress Testing

Michael Page; Shah Alam; On-site; MYR 120,000 - 180,000; Full time

Job summary

Michael Page is seeking a Market Risk Specialist in Malaysia to monitor and manage market risk exposures, develop risk frameworks, and present insights to senior management. The role requires strong Python skills, VaR experience, and proficiency with Power BI in a financial services context.

The successful candidate will collaborate with internal teams, stay ahead of regulatory changes, and contribute to risk-adjusted return optimisation within a permanent Shared Services setting.

Qualifications

• Strong background in market risk management within the financial services industry.
• Has strong programming skills (preferably Python), along with experience in Market Risk Analysis, VaR, Power BI, and data analytics.
• Proficiency in financial instruments and risk modelling techniques.
• Experience with risk analysis tools and software.
• Excellent analytical and problem-solving skills.
• The ability to communicate complex information clearly to stakeholders.
• Knowledge of relevant financial regulations and compliance standards.
• A degree in finance, economics, mathematics, or a related field.

Responsibilities

• Monitor and analyse market risk exposures to ensure alignment with risk policies and limits.
• Develop and implement risk management strategies and methodologies.
• Prepare and present risk reports to senior management for informed decision-making.
• Conduct stress testing and scenario analysis to identify potential vulnerabilities.
• Collaborate with internal teams to enhance risk management frameworks and processes.
• Stay updated on market trends, regulations, and emerging risks in the financial services sector.
• Support audits and regulatory reviews related to market risk activities.
• Provide recommendations to optimise risk-adjusted returns.

Skills

Python

Market risk analysis

VaR

Data analytics

Communication

Education

Finance/Economics/Mathematics degree

Tools

Power BI

Job description

Michael Page is seeking a Market Risk Specialist in Malaysia to monitor and manage market risk exposures, develop risk frameworks, and present insights to senior management. The role requires strong Python skills, VaR experience, and proficiency with Power BI in a financial services context.

The successful candidate will collaborate with internal teams, stay ahead of regulatory changes, and contribute to risk-adjusted return optimisation within a permanent Shared Services setting.