Strategic Lead, Market & Liquidity Risk

Confidential Company; Petaling Jaya; On-site; MYR 400,000 - 1,100,000; Full time

Job summary

Confidential Company, based in Malaysia, seeks a seasoned Lead, Market & Liquidity Risk to drive independent governance of market and liquidity risk. You will define risk policies, supervise analytics, and ensure regulatory alignment with MAS guidelines, presenting insights to executive leadership.

In this senior role, you will oversee IRRBB modeling, ICAAP capital quantification, and liquidity stress testing, while collaborating with Treasury and Finance to maintain robust risk controls and

Qualifications

• 12-15 years of experience in Market and Liquidity Risk Management.
• Bachelor’s degree or higher, preferably in a quantitative field.
• Expert knowledge of treasury operations, market risk, liquidity management, and ALM.
• Deep understanding of financial instruments, securitization, and derivatives.
• Advanced analytical, programming or risk-modeling experience preferred.
• Excellent written and verbal communication with executive audiences.
• Strong project management and execution in a dynamic environment.

Responsibilities

• Define and own frameworks for Market and Liquidity Risk.
• Establish risk appetite and approve related limits.
• Lead risk reviews for new products and transactions.
• Drive advanced risk analytics and ensure data integrity.
• Produce MI and board-quality liquidity reporting.
• Collaborate with Treasury and Finance; engage regulatory liaison.

Skills

Leadership

Executive communication

Analytical skills

Problem solving

Project management

SQL

Python

Education

Bachelor’s degree or higher, quantitative preferred

Tools

SQL

Python

Job description

Confidential Company, based in Malaysia, seeks a seasoned Lead, Market & Liquidity Risk to drive independent governance of market and liquidity risk. You will define risk policies, supervise analytics, and ensure regulatory alignment with MAS guidelines, presenting insights to executive leadership.

In this senior role, you will oversee IRRBB modeling, ICAAP capital quantification, and liquidity stress testing, while collaborating with Treasury and Finance to maintain robust risk controls and