Manager - Market Risk - BFS

Skill Set:

- Must 5 years of work experience in banking with exposures in Market Risk and Treasury Middle Office

- Knowledge of Market Data related systems like Bloomberg, Reuters

- Knowledge of Banking, Islamic Banking regulations, Operations, Risk Management and Compliance

Job Summary & Responsibilities

- Monitor all market risk activates on a timely basis. This includes investigation and reporting of excesses for approval.

- Assist in review and analysis of key market exposures, limits and their utilizations.

- Perform daily market data control and validate MTM valuations.

- Production and distribution of daily and monthly reports pertaining to Market Risk.

- Monitor risk limits (such as VaR, stop loss, counterparty etc) and setting up monitoring mechanisms for Treasury activities.

- Conduct scenario and stress test analysis process of the Treasury portfolio.

- Monitoring of Treasury P&L as per Market Risk with Financial Control.

- Prepare and assist Market Risk Policy, procedure and Review Market Risk Policy annually.

- Liaise with internal customers to provide market risk support and analysis

- Liaise with internal / external auditors and regulators where appropriate

- Review capital charge for Market risk as per Basel II guidelines.

- Participate in Treasury and market risk management system implementation and testing.