Specialist Enterprise Market & Liquidity Risk

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

Job summary

A digital banking project is seeking a Specialist in Enterprise, Market & Liquidity Risk. The role involves supporting the ERM framework, monitoring risk indicators, and collaborating on stress testing. Candidates should have a relevant degree and experience in banking or fintech risk portfolios, or be fresh graduates with strong academic qualifications. Join a dynamic team and work closely with industry experts, offering opportunities for professional growth in a pioneering environment.

Qualifications

• More than 3 years of relevant banking or fintech experience in liquidity, market, or enterprise risk portfolios.
• Fresh graduates with CGPA 3.3+ in statistics, actuarial science, or mathematics with internship experience are encouraged to apply.
• Familiarity with BNM regulations on Risk Management Practices and related regulations.

Responsibilities

• Support maintenance of ERM framework and risk governance alignment.
• Assist in monitoring Risk Appetite and Key Risk Indicators.
• Collaborate on enterprise-wide stress testing and scenario analysis.

Skills

Problem-solving skills

Strong interpersonal skills

Detail-oriented

Communication skills

Ability to multitask

Education

Bachelor's degree in quantitative fields

Job description

Overview

Join a pioneering digital bank project as a Specialist in Enterprise, Market & Liquidity Risk, collaborating with industry experts in a dynamic environment.

Role: Specialist, Enterprise, Market & Liquidity Risk

Responsibilities

• Supporting maintenance of ERM framework, policies, and risk governance alignment
• Assisting in monitoring Risk Appetite and Key Risk Indicators, defining control thresholds
• Collaborating with divisions to develop and perform enterprise-wide stress testing and scenario analysis
• Developing and coordinating stress testing for BNM submissions and assisting ICAAP processes
• Maintaining the Enterprise-wide Risk Register and tracking risk management actions
• Implementing Market and Liquidity risk reporting, performing analysis, and monitoring related Key Risk Indicators
• Exploring Liquidity Management systems, supporting implementation and testing
• Preparing risk management dashboards for Management and Board submissions
• Supporting risk team projects and acting as risk advisor to functional units

About You

• Bachelor’s degree or higher, preferably in quantitative fields such as Statistics or Finance
• More than 3 years of relevant banking or fintech experience in liquidity, market, or enterprise risk portfolios
• Fresh graduates with CGPA 3.3+ in statistics, actuarial science, or mathematics with internship experience in risk are encouraged to apply, with transcripts and recommendation letters
• Familiarity with BNM regulations on Risk Management Practices and related regulations
• Professional qualifications such as CA, ACCA, CPA, or FRM are advantageous
• Strong knowledge of risk areas, banking products, services, and systems
• Problem-solving skills with a positive and constructive attitude
• Self-motivated, detail-oriented team player able to multitask in a fast-paced environment
• Strong interpersonal and communication skills
• Flexible and agile to support the risk management team

Career Progression

Opportunity to work closely with industry experts and contribute to a groundbreaking digital bank project, fostering professional growth in risk management.

How to Apply

Applicants should provide transcripts and a recommendation letter from their internship employer if applying as fresh graduates. Submit all required documents as part of the application process.

This job may close before the stated closing date; you are encouraged to apply as soon as possible.