• Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • Citibank Berhad
  • 2019-03-23

Citibank Berhad KL Country Market Risk Senior Manager

Citibank Berhad KL Country Market Risk Senior Manager

  • Primary Location: Malaysia,Wilayah Persekutuan,Kuala Lumpur
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 10 % of the Time
  • Job ID: 18075289


  • Market risk management oversight for all ICG and GCB trading activities and accrual portfolio conducted in Malaysia as well as involvement in other regional risk initiatives
  • Active involvement in the new product approval and model validation process
  • Liquidity risk management of all legal vehicles
  • Review and approve an appropriate market risk limit framework for risk-taking units and monitor compliance with established market risk limits/triggers
  • Overseeing and ensuring the integrity of the risk monitoring process
  • Frequent interaction with Finance Division in relation to price verification, pricing and market value adjustments, as well as regulatory reports
  • Interacting with regulators, auditors and other market professionals on market risk management related matters
  • Ensure proper implementation of all market risk and liquidity risk related policies, both corporate and regulatory
  • Reviewing calculation methodology for VaR results for reasonableness, consistency and completeness
  • Propose parameters and implement comprehensive stress testing scenarios at business or legal vehicle level
  • Review and analyse all exposures and prepare reports for senior management, local LVMC, Country Risk Forum and ALCO
  • Participation in fixed income commitment (underwriting) committee and New Product Approval Committee, as required


  • Bachelor's degree in quantitative or financial discipline. Postgraduate degree is preferred. Additional professional qualifications, such as CFA will be an advantage
  • Highly experienced in Market Risk and/or Treasury
  • Sound judgment on risk and strong environmental awareness
  • Good interpersonal and communication skills, as the role requires interaction with senior management and various constituents across business and support functions
  • Ability to multitask to tight deadlines
  • Good attention to details and strong analytical skills
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team, and deliver a common objective with cross function team sets