Head Of Market Risk

Job Responsibilities:
To oversee monitoring of market positions, market and liquidity risks, and profit & loss arising out of transactions entered by the Treasury front office. This will include explaining risk positions and trading activities vis-à-vis changes in market factors.
To reconcile positions held by the front office against the records of the back office, by comparing outputs from various systems in the bank.
To ensure that each dealer complies with approved limits both intra-day and overnight. To highlight any breach of positions / VaR/ loss limits to the Management, the Market Risk Committee, the Risk Management Committee and any other authority as specified from time to time.
To perform periodic stress tests on market positions as required and to prepare periodical reports in accordance to the requirements and requests of the Management, Parent Bank, Bank Negara Malaysia or other departments.
To ensure that the policies and procedural manual relating to the Department is updated in a timely manner.
To manage ICAAP annual risk assessment process.#J-18808-Ljbffr