VP, Market Risk Management

JOB SUMMARY

The holder of this job is mainly responsible for implementing ad-hoc, regulatory matters relating to liquidity risk management, asset liability management, regulatory reporting and Head Office initiatives. 

KEY RESPONSIBILITIES

• Has strong practical experience and technical knowledge on Basel III LCR and NSFR.

• Has relevant knowledge of commercial and wholesale banking product suites and offerings.

• Liaise with relevant parties and guide stakeholders on Basel III LCR and NSFR such as methodology, impact assessment.

• In-charge of preparation of Basel III LCR and NSFR reports at entity and consolidated levels.

• Ensure all reporting items are appropriately classified and reported in accordance to the regulatory guidelines.

• Maintain and ensure standardisation of Basel III Liquidity Risk framework, policies and procedures

• Able to analyse, report, highlight and escalate liquidity risk related issues internally and in the management reports.

• Demonstrate excellence in communication and presentation skills able to inform/ persuade effectively.

• Good understanding of the reporting processes, controls. 

• Assist MRM in preparing reports on market risk risks related concern which includes Daily FX Position, Foreign Exchange Profit Loss and Money Gap on daily basis.

• Assist MRM in preparing reports as and when required by the Management in response to internal or external parties requirement e.g. Accounting & Regulation Reporting Department, BNM, RAM, Fitch etc.

• Assist MRM in checking front office functions which relate to MRM for example; discrepancies and/or irregularities of transaction whereby MRM should; (a) give instruction/warning/caution; (b) investigate and seek material explanation from the respective department concerned.

JOB REQUIREMENTS 

a) Degree in a related field of banking, finance, business, economics. Candidate with Certification in regulatory compliance or AML/CFT and/ or Certification in bank risk management / CFA / FRM / PRM/ accounting standards will be added advantage.

b) Minimum 5 years of working experience with strong technical knowledge and competencies in Basel covering liquidity risk, ICAAP, RWA calculation, regulatory reporting.

c) Strong attention to details, result-oriented with commitment to quality and delivery.

d) Demonstrate excellence in communication and presentation skills and able to communicate any risk management and compliance issues to the management team and/or Board Committee.

e) Good understanding of the reporting processes, controls and able to provide an holistic view of various reporting requirements.

f) Collaboration internally in bringing better teamwork. 

g) Ability to coach/ train.