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VP, Liquidity Risk Management

Job Title: VP, Liquidity Risk Management
Contract Type: Permanent
Location: Kuala Lumpur
Industry:
Salary: RM10,000 - RM15,000
Contact Name: Sheni Krishnan
Contact Email: sheni.krishnan@ellwoodconsulting.com.my
Job Published: November 06, 2017 14:51

Job Description

About our client

Our client is one of the largest financial services group in Malaysia. The organization believes in dynamic development as an integral factor within its culture and is great place to explore in enhancing career aspirations.

 

About the role

This role is to do the preparation of Risk Investment reports to Board of Directors (including Audit Committee), Investment Committee.

 

Your responsibilities

  • Develop, ongoing monitoring and periodic analysis on various non-traded market risk thresholds and triggers and provide comprehensive reporting to the various risk and management/board committees.
  • Reporting of monthly Basel 3’s Liquidity Coverage Ratio and (Net Stable Funding Ratio) to BNM & Liquidity Stress Testing.
  • Proactively engage with BUs on current & planned major business activities Impacting ALM/FTP as part of regulator risk monitoring and annual GRAF development.
  • Provide opinion on assessment readiness in reporting identified non-traded market risk (including FTP) for new products or variation of products proposals.
  • Assess non-traded market risk by providing risk commentaries to Bus for new bonds/loans issuances and equity underwritings.
  • Perform investigations on unusual business activities.

 

You will have

  • Preferably candidate with 7 years of experience in Finance & Risk Management.
  • Preferably candidate with 5 years of experience in ALM, FTP or Non-Traded Market Risk.
  • Candidate with professional certifications (CFA/FRM) would be added advantage.

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