Assistant Manager/ Senior Executive, Market and Liquidity Risk Management
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This role is responsible for the design, implementation, and maintenance of a bank-wide market risk management and Treasury Middle Office function, including:
- Promoting a prudent risk management culture and supporting the implementation of risk management frameworks to safeguard the bank’s interests while enabling business growth, ensuring compliance with laws, regulations, and internal policies.
- Conducting daily monitoring and reporting on treasury transactions to detect abnormalities and discrepancies.
- Preparing monthly and quarterly IRRBB regulatory reports for submission to BNM and the parent bank.
- Managing risks inherent in the bank’s activities by identifying current and emerging risks, monitoring, and reporting exposures, and preparing reports for management and the Board.
- Collaborating with relevant departments to formulate and review policies related to Treasury activities.
- Facilitating public disclosures on Market and IRRBB risk-related matters.
- Reviewing and proposing risk appetite settings and risk limits to align with the bank’s size, business nature, and risk profile.
- Reviewing trading book market risk limits annually and preparing proposals for approval.
- Collaborating with Treasury for half-yearly IPC Phone Recording checks.
Job Requirements
- Bachelor’s Degree in finance, banking, accounting, or equivalent from a reputable university; AICB professional certification is preferred.
- 3-5 years of experience in market risk, treasury middle office, or related fields in banking or financial institutions.
- Knowledge of market risk management practices, tools, and techniques.
- Strong credit analysis skills and business acumen.
- Familiarity with banking rules and regulations.
- Proficiency in Microsoft Office applications.
- Language skills: English, Mandarin, and Bahasa Melayu; proficiency in Mandarin is preferred for communication with Mandarin-speaking clients.
Additional Information
Interested candidates should update their profiles to reflect their skills and experience. The application process will include questions about expected salary, qualifications, language proficiency, and experience as a Market Risk Analyst.
ICBC Malaysia is a subsidiary of ICBC, a leading global bank, with branches in Kuala Lumpur, Johor Bahru, Kuching, and Labuan. We aim to provide innovative financial solutions and strengthen Malaysia-China economic ties. Join us to grow your career and make a difference.