Maybank

Senior Manager, Non-Traded Risk

Maybank | Date Posted: 25-Jun-2018
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Job Nature:
Permanent
Position Level:
Experienced, Senior Manager
Qualification:
Bachelor's / Honours

Job Description

Responsibilities:
  • Develop and implement non-traded risk policy, procedure and monitoring reports for liquidity, interest rate and FX risk at both country and entity level
  • Identify and analyse non-traded risk drivers, developing strategies to mitigate in line with risk appetite
  • Provide periodic report and commentary to the respective committees
  • Identify and implement system and process improvement to ensure accurate and timely reporting and analysis; and increase productivity
  • Lead the implementation of stress testing for both risk monitoring and capital planning
  • Oversee capital reporting for non-traded risk
  • Plan and co-ordinate Contingency Funding plan testing at different severity level
  • Challenge banking book risk exposure, limits, risk profile, funding strategies as well as compliance
Requirements:
  • Experience risk and treasury professional with >10 years in managerial position with deep of IRRBB, LCR, NSFR, treasury risk, stress testing and stake-holder management
  • Strong, practical experience of analyzing banking book exposure
  • Up-to-date on all regulatory developments
  • Strong interpersonal skills, meticulous and resourceful
Company Overview
Maybank