Responsible for accurate and timely preparation of management and risk committee dashboards.
Perform annual review and alignment of risk policies to Head Office, incorporating local regulatory requirements.
Perform back-testing and stress-testing on the bank's market risk exposures and assess its results. Troubleshoot any observed irregularities from the Murex system.
Review stress test parameters and implement stress testing program to comply with regulatory & internal requirements.
Conduct VaR analysis and provide backfilling of historical data on new instruments for VaR computations
Ensure correct setup/implementation of market risk measurements for new product rollout.
Attend to market risk related queries or issues on market risk measurement that may arise from time to time.
Identify market risk concentrations, perform market risk analysis & monitor limit utilizations. Escalate any market risk concerns to appropriate parties in a timely manner.
Identify & initiate development/refinement of market risk information, measurement, assumptions & risk analysis for assessment at granular levels.
Identify gaps/weaknesses in market risk processes and facilitate resolution of any governance, controls, audit & regulatory issues.
Responsible for UAT testing of new product, change in model, change in curves/methodologies to ensure correct risk identifications, measurements, implementations, and reporting.
Responsible for timely submission of department CSA/RCSA.
Participate in regulator requests, audit exercises, process changes and initiatives of MRM.
Preferably 3 Years experience in risk management field.
Degree in Finance, Mathematics, Banking, Economics or related fields.
Additional professional qualifications such as CFA or FRM will be advantage.
Working knowledge of Market Risk/Product Control processes, FRTB, and related Bank Negara Malaysia (BNM) regulatory requirements.
Strong knowledge in Treasury products across asset classes in terms of pricing and risk measurements.
Possess end-to-end process and control mindset.Ability to translate regulatory and policy requirements into operational workflows.
Proficiency in MS Excel, MS Powerpoint, MS Word, Bloomberg and Reuters terminals. Knowledge in VBA is an advantage.
Familiar with front office systems (Murex) is an advantage.
Strong people skill and excellent team player.
Excellent planning, organizing & coordinating skills. Good interpersonal, communication, presentation & negotiation skills.
Good spoken and written English with policy/report writing skills.
Oversea-Chinese Banking Corporation, Limited often known as OCBC Bank is a Singaporean multinational banking and financial services corporation headquartered in OCBC Centre, Singapore. OCBC Bank was born out of the Great Depression through the consolidation of three banks in 1932 &#8212; the Chinese Commercial Bank Limited (incorporated in 1912), the Ho Hong Bank Limited (incorporated in 1917) and the Oversea-Chinese Bank Limited (incorporated in 1919).