Strategic Market Risk Manager – Treasury & Analytics

Affin Bank Berhad; Kuala Lumpur; On-site; MYR 120,000 - 180,000; Full time

Job summary

Affin Bank Berhad is seeking a Market Risk professional to oversee and manage the bank's market risk function across the Group. This role supports the Head of Group Market Risk in treasury risk control, model development, and risk governance, with emphasis on reporting, limit monitoring, and regulatory liaison.

You will work closely with front office traders, IT, and finance teams to enhance risk monitoring tools and ensure timely risk assessments, while developing and mentoring staff within the

Qualifications

• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline.
• Ideally 2+ years of experience in market risk or trading risk management.
• Knowledge of treasury product pricing, market risk methodology and trading risk attribution.
• Strong quantitative skills and IT savvy with good analytical mindset and communication.
• Self-starter who can work independently and in a team.
• Ability to multi-task, work under pressure and deliver.
• Excellent English communication and presentation skills.
• Familiar with treasury systems is preferred.
• Assertive with ability to communicate across all levels.
• Ability to deliver projects on time and manage multiple tasks.
• Dynamic, analytical, meticulous with strong analytical skills.
• Good project management & negotiation skills.
• Proficiency in Microsoft Office applications.

Responsibilities

• Generate trading and investment risk reports timely and accurately.
• Daily analysis of market risk exposures and sensitivities; monitor limits for treasury products.
• Manage risk limit excesses and produce VaR and backtesting reports.
• Prepare monthly reports such as Enterprise Risk Deck and ALCO report.
• Assist in development and maintenance of market risk models and controls.
• Collaborate with front office, IT, Group Finance and Back Office on risk issues.
• Develop and enhance market risk monitoring tools and reports.
• Participate in projects, UAT, and new product testing.
• Review market risk limits, policies and governance processes to ensure compliance.

Skills

Market risk

Quantitative analysis

Treasury risk

Reporting

Stakeholder communication

Education

Degree in Risk Management / Financial Engineering / Quantitative Finance / Economics / Actuarial / Statistics / Engineering or related discipline

Tools

Treasury system

Microsoft Office

Excel

Job description

Affin Bank Berhad is seeking a Market Risk professional to oversee and manage the bank's market risk function across the Group. This role supports the Head of Group Market Risk in treasury risk control, model development, and risk governance, with emphasis on reporting, limit monitoring, and regulatory liaison.

You will work closely with front office traders, IT, and finance teams to enhance risk monitoring tools and ensure timely risk assessments, while developing and mentoring staff within the