Market & Liquidity Risk, Manager

Details of the offer

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.


Nominal Salary: To be agreed

Source: Grabsjobs_Co

Job Function:

Requirements

Finance Executive / Intern

Job description As a Finance , you will be responsible for overseeing financial activities, preparing financial reports, and providing strategic financial gu...


Reactive Energy Sdn Bhd - Selangor

Published a month ago

Finance Executive | Subang Jaya | Rm14 Per Hour

Suitable for student / housewife / working adults who is looking for side income or working experience. Responsibility: - Assisting with audit, fact checks ...


Balance Point Consultancy Sdn Bhd - Selangor

Published a month ago

Finance Executive

-Daily follow up, check, confirm, Posting transaction entry for purchase invoice, credit note, debit note. -Monthly check and prepare supplier statement re...


Eco-Shop Marketing Sdn Bhd - Selangor

Published a month ago

Senior Finance Executive / Assistant Finance Manager

• To assist day to day financial and accounting operating  • Responsible for month end / year end closing activities • Responsible for the preparation of mon...


Econframe Marketing Sdn Bhd - Selangor

Published a month ago

Built at: 2024-11-22T23:49:23.072Z