Treasury Risk & Market Risk Controls - Assistant Manager

Affin Pheim; Kuala Lumpur; On-site; MYR 90,000 - 130,000; Full time

Job summary

Affin Pheim in Malaysia is seeking an experienced Market Risk professional to oversee the bank’s market risk across the Group. You will support the Head of Group Market Risk, provide comprehensive risk analysis, and help implement controls and reporting for treasury activities.

Key duties include generating risk reports, monitoring trading exposures, VaR backtesting, developing risk monitoring tools, and coordinating with front office, IT and finance to uphold the bank’s risk governance

Qualifications

• Degree with major in Risk Management, Financial Engineering, Quantitative Finance/Economics, Actuarial, Statistics, Engineering or related discipline.
• Ideally >2 years of experience within market risk or trading risk management.
• Knowledge of treasury product pricing, market risk methodology and trading risk attribution.

Responsibilities

• Generate trading and investment risk reports in a timely and accurate manner.
• Daily analysis of market risk exposures and sensitivities, and limit monitoring for treasury products.
• Manage risk limit excesses and perform VaR and backtesting reporting.
• Prepare monthly reports (ER Deck, ALCO, market risk capital charge) and executive summaries.
• Assist in new products assessment, controls, and model development/testing.
• Collaborate with front office traders/dealers, IT, Group Finance and Back Office.
• Develop and enhance market risk monitoring tools and reports.
• Support risk governance reviews and alignment with risk framework.

Skills

Market risk analysis

Quantitative skills

IT savvy

Communication skills

Problem-solving skills

Independent worker

Education

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

Tools

Treasury systems

Microsoft Office

IT tools for risk monitoring

Job description

Affin Pheim in Malaysia is seeking an experienced Market Risk professional to oversee the bank’s market risk across the Group. You will support the Head of Group Market Risk, provide comprehensive risk analysis, and help implement controls and reporting for treasury activities.

Key duties include generating risk reports, monitoring trading exposures, VaR backtesting, developing risk monitoring tools, and coordinating with front office, IT and finance to uphold the bank’s risk governance