VP (Lead), Market & Liquidity Risk

Confidential Company; Petaling Jaya; Sur place; MYR 400 000 - 1 100 000; Plein temps

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

Leadership

Executive communication

Analytical skills

Problem solving

Project management

SQL

Python

Formation

Bachelor’s degree or higher, quantitative preferred

Outils

SQL

Python

Description du poste

Sitting independently within the Risk Department (Second Line of Defense), the Lead, Market & Liquidity Risk is responsible for the independent governance, framework setting, and oversight of the Bank’s Market Risk and Liquidity Risk profiles.

The Lead, Market & Liquidity Risk provides strategic oversight and direction for the Bank’s market and liquidity risk management frameworks. This senior role is responsible for defining, establishing, and evolving risk policies, procedures, and risk appetite in close collaboration with key business stakeholders and functions. You will oversee portfolio monitoring, drive advanced risk analytics, ensure robust regulatory compliance, and deliver critical risk insights directly to executive leadership and the Board.

Key Responsibilities:

1. Strategic Governance & Risk Frameworks

• Define and Own Frameworks: Design, implement, and maintain the Bank’s overarching risk policies, frameworks, and procedures for Market and Liquidity Risk.
• Establish Risk Appetite: Collaborate with business units and senior functions to devise, calibrate, and secure approval for the bank-wide risk appetite and risk-taking limits.
• New Product Approval: Lead the risk review and approval process for new products and business initiatives, evaluating them thoroughly from a liquidity and market risk perspective.
• Transaction Approval: Review, support, and approve complex or high-value transactions in accordance with the bank’s risk appetite.
• Enhance Analytics: Drive strategic projects to elevate the accuracy, sophistication, and infrastructure of Market Risk analytics.
• Data Integrity: Oversee and ensure the absolute integrity and robustness of the market risk monitoring processes and systems.
• IRRBB Governance & Modeling: Provide independent oversight of Interest Rate Risk in the Banking Book (IRRBB). Define relevant cashflow assumptions and establish robust monitoring for Economic Value of Equity (EVE) and Net Interest Income (NII) sensitivities.
• ICAAP Capital Quantification: Act as the Second Line lead for quantifying Market Risk and IRRBB capital requirements under the ICAAP framework. Develop and validate internal risk-capital methodologies to ensure the bank maintains adequate capital buffers against extreme market and structural shocks.

3. Liquidity Risk, Stress Testing & Reporting

• Advanced Modeling: Oversee and execute the bank’s liquidity stress testing models, ensuring they reflect realistic macroeconomic scenarios.
• Board & Executive Reporting: Produce high-quality Management Information (MI) and reporting dashboards for leadership and the Board, with a sharp focus on key liquidity metrics, forecasting, and strategic planning.
• Strategic Review: Play a pivotal role in leading strategic projects aimed at reviewing and upgrading the bank’s approach to global liquidity management.

4. Cross-Functional Collaboration & Regulatory Compliance

• Treasury & Finance Partnership: Work closely with Treasury and Finance teams to co-build and maintain a seamless, robust process for managing financial risks.
• Regulatory Liaison: Keep a pulse on the evolving regulatory landscape in Singapore (MAS), evaluating global economic impacts and ensuring the bank remains ahead of financial institution compliance standards.
• Committee Representation: Actively participate in and contribute as a thought leader in Risk Management working groups, executive committees, and forums.

Requirements

• At least 12-15 years of progressive experience in Market and Liquidity Risk Management within the banking or financial services sector.
• Bachelor’s degree or higher, preferably in a quantitative field
• Domain Expertise: Expert-level knowledge of treasury operations, market risk, liquidity management, and asset-liability management (ALM).
• Product Knowledge: Deep understanding of financial instruments, secured financing, securitization, and derivative products.
• Analytical Skills: Advanced quantitative, technical, and analytical capabilities; prior programming or risk-modeling experience is highly preferred.
• Communication Excellence: Exceptional written and verbal communication skills, with a proven ability to articulate complex financial problems and solutions into clear, concise executive messaging.
• Presentation Skills: Strong presence with experience presenting critical metrics and risk positions to the Board and executive leadership teams.
• Execution & Agility: A self-starter who is highly motivated, organized, and adaptive to a dynamic environment; possessing strong project management skills to oversee multiple high-priority initiatives simultaneously.