Job Summary The role is primarily responsible for ensuring that non-traded and liquidity risk exposures are
effectively managed in accordance with approved policies and procedures. The position
focuses on managing these risks across MBSB Group and MBSB Bank Berhad (MBSB Bank)
through regular monitoring, assessment, and analysis, while also supporting other risk
management areas, namely market risk and the risk middle office function, as secondary
responsibilities.
Key Responsibilities Non-Traded & Liquidity Risks (Primary): Assist in the close monitoring of non-traded and liquidity risks against the approved
relevant risk appetite of MBSB Group and/or MBSB Bank.Assist in the preparation of the periodic non-traded liquidity risk reports on a timely basis
to the Senior Management, Management-level Committees, Board-level Committees and
the Board of Directors, and regulatory authorities such as Bank Negara Malaysia.Assist in addressing issues related to non-traded and liquidity risk management in a timely
manner, ensuring proactive risk mitigation.Assist in the regular review and update of non-traded and liquidity risk-related policies and
procedures, ensuring they align with evolving regulatory requirements and business needs.Assist to ensure non-traded and liquidity risk management framework is compliant with
regulatory guidelines and best practices.Assist in conducting liquidity stress tests and scenario analysis to assess MBSB Group
and/or MBSB Bank's resilience in adverse conditions.Assist in the review of MBSB Group and/or MBSB Bank's Contingency Funding Plan
(CFP), ensuring readiness for liquidity disruptions.Assist in ensuring that the Internal Capital Adequacy Assessment Process is conducted
and managed effectively, focusing on non-traded and liquidity risk aspects to ensure capital
is appropriately managed. Support the development of non-traded and liquidity stress test parameters based on
scenarios, assumptions, and risk factors relevant to both non-traded and liquidity risks.Assist in risk middle office functions, namely counterparty limit monitoring & reporting, end-of-day market data update, off market rate monitoring, and voice recording verification. Support the Section Head in achieving Divisional Strategies and Key Performance
Indicators (KPIs). Carry out ad-hoc assignments related as assigned to the Market & Liquidity Risk
Department. Key Requirements: Degree in Accounting, Finance or other related fields. PKMC, FRM, BRM certification or candidates will be an advantage. Possess quantitative and analytical skills, but also creativity, technology acumen and
industry knowledge.Good problem-solving capabilities (solutions oriented) and motivated team player. Ability to work independently and in fast-paced environment, Possess an end-to-end process and control mindset.Basic level experience in SQL and/or Business Intelligence Tool.